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% | 4.26 CHF | 4.27 CHF | 87'000 | 87'000 | 32'143 | 32'143 | 138'304 CHF | 138'626 CHF | 99.82% | 99.82% |
19.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 139'441 CHF | 139'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 87'000 | 87'000 | 32'891 | 32'891 | 138'775 CHF | 139'105 CHF | 99.90% | 99.90% |
15.11.2024 | 0.23% | 4.21 CHF | 4.22 CHF | 87'000 | 87'000 | 31'814 | 31'814 | 137'756 CHF | 138'075 CHF | 99.47% | 99.47% |
14.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 140'752 CHF | 141'057 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.56 CHF | 4.57 CHF | 84'000 | 84'000 | 30'731 | 30'731 | 145'134 CHF | 145'442 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.75 CHF | 4.76 CHF | 83'000 | 83'000 | 29'153 | 29'153 | 142'597 CHF | 142'889 CHF | 99.42% | 99.42% |
11.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 79'000 | 79'000 | 29'072 | 29'072 | 154'495 CHF | 154'786 CHF | 99.89% | 99.89% |
08.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 76'000 | 76'000 | 28'287 | 28'287 | 156'164 CHF | 156'447 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.56 CHF | 5.57 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 158'354 CHF | 158'640 CHF | 99.76% | 99.76% |