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 | 0.26% | 3.89 CHF | 3.90 CHF | 87'000 | 87'000 | 32'143 | 32'143 | 126'423 CHF | 126'745 CHF | 99.82% | 99.82% |
19.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 127'333 CHF | 127'663 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 87'000 | 87'000 | 32'866 | 32'866 | 126'516 CHF | 126'845 CHF | 99.85% | 99.85% |
15.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 87'000 | 87'000 | 31'814 | 31'814 | 125'951 CHF | 126'270 CHF | 99.47% | 99.47% |
14.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 84'000 | 84'000 | 30'423 | 30'423 | 129'266 CHF | 129'571 CHF | 99.93% | 99.93% |
13.11.2024 | 0.23% | 4.20 CHF | 4.21 CHF | 84'000 | 84'000 | 30'775 | 30'775 | 133'972 CHF | 134'280 CHF | 99.84% | 99.84% |
12.11.2024 | 0.22% | 4.38 CHF | 4.39 CHF | 83'000 | 83'000 | 29'062 | 29'062 | 131'418 CHF | 131'709 CHF | 99.25% | 99.25% |
11.11.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 79'000 | 79'000 | 29'072 | 29'072 | 143'731 CHF | 144'022 CHF | 99.89% | 99.89% |
08.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 145'767 CHF | 146'051 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 147'869 CHF | 148'154 CHF | 99.76% | 99.76% |