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 | 0.25% | 3.88 CHF | 3.89 CHF | 122'000 | 122'000 | 119'979 | 119'979 | 475'818 CHF | 477'018 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 120'000 | 120'000 | 120'045 | 120'045 | 473'353 CHF | 474'554 CHF | 99.27% | 99.27% |
18.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 497'520 CHF | 498'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 114'000 | 114'000 | 113'392 | 113'392 | 504'046 CHF | 505'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 114'000 | 114'000 | 111'224 | 111'224 | 510'539 CHF | 511'651 CHF | 99.39% | 99.39% |
13.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 120'000 | 120'000 | 119'033 | 119'033 | 477'485 CHF | 478'676 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 3.98 CHF | 3.99 CHF | 120'000 | 120'000 | 116'724 | 116'724 | 487'544 CHF | 488'711 CHF | 99.25% | 99.25% |
11.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 498'969 CHF | 500'104 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 116'000 | 116'000 | 115'076 | 115'076 | 495'812 CHF | 496'963 CHF | 98.88% | 98.88% |
07.11.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 112'000 | 112'000 | 113'357 | 113'357 | 498'985 CHF | 500'119 CHF | 100.00% | 100.00% |