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% | 3.98 CHF | 3.99 CHF | 122'000 | 122'000 | 119'963 | 119'963 | 487'759 CHF | 488'959 CHF | 98.84% | 98.84% |
19.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 120'000 | 120'000 | 120'018 | 120'018 | 485'145 CHF | 486'345 CHF | 95.10% | 95.10% |
18.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 509'025 CHF | 510'178 CHF | 99.12% | 99.12% |
15.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 114'000 | 114'000 | 113'387 | 113'387 | 515'388 CHF | 516'522 CHF | 99.04% | 99.04% |
14.11.2024 | 0.21% | 4.57 CHF | 4.58 CHF | 114'000 | 114'000 | 111'197 | 111'197 | 521'439 CHF | 522'551 CHF | 92.35% | 92.35% |
13.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 120'000 | 120'000 | 119'013 | 119'013 | 489'379 CHF | 490'569 CHF | 97.99% | 97.99% |
12.11.2024 | 0.23% | 4.07 CHF | 4.08 CHF | 120'000 | 120'000 | 116'703 | 116'703 | 499'203 CHF | 500'370 CHF | 98.49% | 98.49% |
11.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 114'000 | 114'000 | 113'529 | 113'529 | 510'320 CHF | 511'456 CHF | 99.80% | 99.80% |
08.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 116'000 | 116'000 | 115'076 | 115'076 | 507'324 CHF | 508'475 CHF | 98.30% | 98.30% |
07.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 112'000 | 112'000 | 113'343 | 113'343 | 510'377 CHF | 511'510 CHF | 97.92% | 97.92% |