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 | 0.23% | 4.36 CHF | 4.37 CHF | 87'000 | 87'000 | 32'147 | 32'147 | 141'622 CHF | 141'944 CHF | 99.83% | 99.83% |
19.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 88'000 | 88'000 | 32'883 | 32'883 | 142'790 CHF | 143'119 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.39 CHF | 4.40 CHF | 87'000 | 87'000 | 32'865 | 32'865 | 142'069 CHF | 142'398 CHF | 99.85% | 99.85% |
15.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 141'026 CHF | 141'345 CHF | 99.47% | 99.47% |
14.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 84'000 | 84'000 | 30'431 | 30'431 | 143'720 CHF | 144'025 CHF | 99.95% | 99.95% |
13.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 84'000 | 84'000 | 30'777 | 30'777 | 148'471 CHF | 148'779 CHF | 99.84% | 99.84% |
12.11.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 83'000 | 83'000 | 29'062 | 29'062 | 145'076 CHF | 145'367 CHF | 99.25% | 99.25% |
11.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 79'000 | 79'000 | 29'071 | 29'071 | 157'334 CHF | 157'625 CHF | 99.89% | 99.89% |
08.11.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 158'891 CHF | 159'174 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 161'088 CHF | 161'374 CHF | 99.76% | 99.76% |