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 | 32'147 | 32'147 | 138'306 CHF | 138'628 CHF | 99.83% | 99.83% |
19.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 139'426 CHF | 139'756 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 87'000 | 87'000 | 32'871 | 32'871 | 138'685 CHF | 139'014 CHF | 99.86% | 99.86% |
15.11.2024 | 0.23% | 4.21 CHF | 4.22 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 137'746 CHF | 138'065 CHF | 99.47% | 99.47% |
14.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 84'000 | 84'000 | 30'423 | 30'423 | 140'542 CHF | 140'847 CHF | 99.93% | 99.93% |
13.11.2024 | 0.21% | 4.56 CHF | 4.57 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 145'295 CHF | 145'603 CHF | 99.84% | 99.84% |
12.11.2024 | 0.20% | 4.74 CHF | 4.75 CHF | 83'000 | 83'000 | 29'064 | 29'064 | 142'093 CHF | 142'384 CHF | 99.25% | 99.25% |
11.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 79'000 | 79'000 | 29'068 | 29'068 | 154'354 CHF | 154'645 CHF | 99.88% | 99.88% |
08.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 156'024 CHF | 156'307 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.55 CHF | 5.56 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 158'205 CHF | 158'490 CHF | 99.76% | 99.76% |