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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 87'000 | 87'000 | 32'146 | 32'146 | 122'728 CHF | 123'050 CHF | 99.83% | 99.83% |
19.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 88'000 | 88'000 | 32'886 | 32'886 | 123'544 CHF | 123'873 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 87'000 | 87'000 | 32'896 | 32'896 | 122'817 CHF | 123'147 CHF | 99.91% | 99.91% |
15.11.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 122'277 CHF | 122'596 CHF | 99.47% | 99.47% |
14.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 84'000 | 84'000 | 30'462 | 30'462 | 125'972 CHF | 126'277 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 84'000 | 84'000 | 30'730 | 30'730 | 130'297 CHF | 130'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.26 CHF | 4.27 CHF | 83'000 | 83'000 | 29'155 | 29'155 | 128'546 CHF | 128'838 CHF | 99.42% | 99.42% |
11.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 79'000 | 79'000 | 29'071 | 29'071 | 140'501 CHF | 140'792 CHF | 99.89% | 99.89% |
08.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 76'000 | 76'000 | 28'291 | 28'291 | 142'680 CHF | 142'963 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 144'792 CHF | 145'077 CHF | 99.76% | 99.76% |