Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 42'000 | 42'000 | 41'597 | 41'597 | 156'324 CHF | 156'740 CHF | 100.00% | 100.00% |
20.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 43'500 | 43'500 | 43'091 | 43'091 | 148'160 CHF | 148'591 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 44'000 | 44'000 | 43'234 | 43'234 | 146'819 CHF | 147'252 CHF | 98.94% | 98.94% |
18.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 43'500 | 43'500 | 43'512 | 43'512 | 147'266 CHF | 147'702 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 44'000 | 44'000 | 44'059 | 44'059 | 147'176 CHF | 147'617 CHF | 72.16% | 72.16% |
14.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 44'500 | 44'500 | 44'097 | 44'097 | 143'209 CHF | 143'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 44'500 | 44'500 | 44'521 | 44'521 | 140'778 CHF | 141'224 CHF | 99.57% | 99.57% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 45'000 | 45'000 | 44'490 | 44'490 | 140'323 CHF | 140'768 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 44'500 | 44'500 | 44'083 | 44'083 | 143'507 CHF | 143'948 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 139'861 CHF | 140'307 CHF | 100.00% | 100.00% |