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% | 4.05 CHF | 4.06 CHF | 87'000 | 87'000 | 32'143 | 32'143 | 131'651 CHF | 131'973 CHF | 99.82% | 99.82% |
19.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 132'646 CHF | 132'975 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 87'000 | 87'000 | 32'859 | 32'859 | 131'821 CHF | 132'151 CHF | 99.84% | 99.84% |
15.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 87'000 | 87'000 | 31'814 | 31'814 | 131'122 CHF | 131'441 CHF | 99.47% | 99.47% |
14.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 84'000 | 84'000 | 30'439 | 30'439 | 134'319 CHF | 134'624 CHF | 99.96% | 99.96% |
13.11.2024 | 0.22% | 4.36 CHF | 4.37 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 138'952 CHF | 139'261 CHF | 99.84% | 99.84% |
12.11.2024 | 0.21% | 4.54 CHF | 4.55 CHF | 83'000 | 83'000 | 29'068 | 29'068 | 136'135 CHF | 136'426 CHF | 99.26% | 99.26% |
11.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 79'000 | 79'000 | 29'070 | 29'070 | 148'396 CHF | 148'687 CHF | 99.89% | 99.89% |
08.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 76'000 | 76'000 | 28'291 | 28'291 | 150'283 CHF | 150'567 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 152'410 CHF | 152'695 CHF | 99.76% | 99.76% |