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 | 0.27% | 3.65 CHF | 3.66 CHF | 122'000 | 122'000 | 119'947 | 119'947 | 448'853 CHF | 450'053 CHF | 97.36% | 97.36% |
19.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 120'000 | 120'000 | 120'005 | 120'005 | 446'138 CHF | 447'338 CHF | 93.06% | 93.06% |
18.11.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 116'000 | 116'000 | 115'260 | 115'260 | 471'534 CHF | 472'687 CHF | 98.18% | 98.18% |
15.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 114'000 | 114'000 | 113'378 | 113'378 | 478'396 CHF | 479'530 CHF | 97.18% | 97.18% |
14.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 114'000 | 114'000 | 111'185 | 111'185 | 485'151 CHF | 486'262 CHF | 89.93% | 89.93% |
13.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 120'000 | 120'000 | 119'197 | 119'197 | 451'288 CHF | 452'480 CHF | 97.62% | 97.62% |
12.11.2024 | 0.25% | 3.75 CHF | 3.76 CHF | 120'000 | 120'000 | 116'696 | 116'696 | 461'249 CHF | 462'416 CHF | 97.21% | 97.21% |
11.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 114'000 | 114'000 | 113'527 | 113'527 | 473'304 CHF | 474'439 CHF | 99.43% | 99.43% |
08.11.2024 | 0.24% | 4.01 CHF | 4.02 CHF | 116'000 | 116'000 | 115'074 | 115'074 | 469'781 CHF | 470'932 CHF | 97.30% | 97.30% |
07.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 112'000 | 112'000 | 113'266 | 113'266 | 472'987 CHF | 474'119 CHF | 96.67% | 96.67% |