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 | 0.52% | 3.35 CHF | 3.36 CHF | 59'300 | 59'300 | 21'666 | 21'666 | 74'116 CHF | 74'421 CHF | 99.82% | 99.82% |
19.11.2024 | 0.54% | 3.28 CHF | 3.29 CHF | 60'400 | 60'400 | 22'143 | 22'143 | 73'748 CHF | 74'059 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 3.39 CHF | 3.40 CHF | 61'700 | 61'700 | 22'931 | 22'931 | 75'294 CHF | 75'618 CHF | 99.90% | 99.90% |
15.11.2024 | 0.51% | 3.28 CHF | 3.29 CHF | 56'900 | 56'900 | 20'532 | 20'532 | 71'182 CHF | 71'470 CHF | 99.47% | 99.47% |
14.11.2024 | 0.46% | 3.84 CHF | 3.85 CHF | 53'100 | 53'100 | 19'129 | 19'129 | 75'601 CHF | 75'868 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 3.90 CHF | 3.91 CHF | 46'400 | 46'400 | 16'742 | 16'742 | 70'428 CHF | 70'663 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 4.22 CHF | 4.23 CHF | 39'800 | 39'800 | 13'912 | 13'912 | 63'350 CHF | 63'542 CHF | 99.45% | 99.45% |
11.11.2024 | 0.49% | 5.23 CHF | 5.25 CHF | 34'500 | 34'500 | 12'523 | 12'523 | 69'048 CHF | 69'350 CHF | 99.89% | 99.89% |
08.11.2024 | 0.46% | 6.22 CHF | 6.24 CHF | 31'800 | 31'800 | 11'672 | 11'672 | 71'059 CHF | 71'340 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 6.19 CHF | 6.21 CHF | 33'100 | 33'100 | 12'286 | 12'286 | 76'343 CHF | 76'640 CHF | 99.76% | 99.76% |