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% | 4.03 CHF | 4.04 CHF | 87'000 | 87'000 | 32'146 | 32'146 | 131'128 CHF | 131'450 CHF | 99.82% | 99.82% |
19.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 132'068 CHF | 132'398 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 4.07 CHF | 4.08 CHF | 87'000 | 87'000 | 32'895 | 32'895 | 131'408 CHF | 131'738 CHF | 99.91% | 99.91% |
15.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 130'618 CHF | 130'937 CHF | 99.47% | 99.47% |
14.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 133'902 CHF | 134'207 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.34 CHF | 4.35 CHF | 84'000 | 84'000 | 30'731 | 30'731 | 138'282 CHF | 138'590 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.52 CHF | 4.53 CHF | 83'000 | 83'000 | 29'153 | 29'153 | 136'120 CHF | 136'412 CHF | 99.42% | 99.42% |
11.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 79'000 | 79'000 | 29'073 | 29'073 | 148'035 CHF | 148'327 CHF | 99.89% | 99.89% |
08.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 149'935 CHF | 150'218 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 152'071 CHF | 152'356 CHF | 99.76% | 99.76% |