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 | 0.24% | 4.15 CHF | 4.16 CHF | 87'000 | 87'000 | 32'146 | 32'146 | 134'666 CHF | 134'988 CHF | 99.83% | 99.83% |
19.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 135'682 CHF | 136'012 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 87'000 | 87'000 | 32'864 | 32'864 | 134'894 CHF | 135'223 CHF | 99.85% | 99.85% |
15.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 134'104 CHF | 134'423 CHF | 99.47% | 99.47% |
14.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 84'000 | 84'000 | 30'418 | 30'418 | 137'037 CHF | 137'341 CHF | 99.92% | 99.92% |
13.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 141'822 CHF | 142'130 CHF | 99.84% | 99.84% |
12.11.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 83'000 | 83'000 | 29'069 | 29'069 | 138'833 CHF | 139'124 CHF | 99.26% | 99.26% |
11.11.2024 | 0.19% | 5.08 CHF | 5.09 CHF | 79'000 | 79'000 | 29'074 | 29'074 | 151'084 CHF | 151'375 CHF | 99.89% | 99.89% |
08.11.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 152'864 CHF | 153'147 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 154'994 CHF | 155'279 CHF | 99.76% | 99.76% |