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% | 3.84 CHF | 3.85 CHF | 122'000 | 122'000 | 119'979 | 119'979 | 471'053 CHF | 472'253 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 120'000 | 120'000 | 120'045 | 120'045 | 468'583 CHF | 469'784 CHF | 99.34% | 99.34% |
18.11.2024 | 0.23% | 4.21 CHF | 4.22 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 492'946 CHF | 494'099 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 114'000 | 114'000 | 113'393 | 113'393 | 499'546 CHF | 500'680 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 114'000 | 114'000 | 111'226 | 111'226 | 506'149 CHF | 507'261 CHF | 99.39% | 99.39% |
13.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 120'000 | 120'000 | 119'032 | 119'032 | 472'736 CHF | 473'926 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 3.94 CHF | 3.95 CHF | 120'000 | 120'000 | 116'726 | 116'726 | 482'919 CHF | 484'086 CHF | 99.30% | 99.30% |
11.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 494'459 CHF | 495'595 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.20 CHF | 4.21 CHF | 116'000 | 116'000 | 115'077 | 115'077 | 491'232 CHF | 492'383 CHF | 98.97% | 98.97% |
07.11.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 112'000 | 112'000 | 113'357 | 113'357 | 494'458 CHF | 495'592 CHF | 100.00% | 100.00% |