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 | 0.26% | 3.83 CHF | 3.84 CHF | 128'000 | 128'000 | 69'797 | 69'797 | 273'566 CHF | 274'265 CHF | 99.65% | 99.65% |
19.11.2024 | 0.27% | 3.89 CHF | 3.90 CHF | 128'000 | 128'000 | 70'709 | 70'709 | 269'957 CHF | 270'665 CHF | 99.51% | 99.51% |
18.11.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 128'000 | 128'000 | 70'817 | 70'817 | 267'377 CHF | 268'086 CHF | 99.62% | 99.62% |
15.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 130'000 | 130'000 | 70'796 | 70'796 | 270'246 CHF | 270'955 CHF | 99.63% | 99.63% |
14.11.2024 | 0.27% | 3.89 CHF | 3.90 CHF | 128'000 | 128'000 | 66'813 | 66'813 | 267'359 CHF | 268'051 CHF | 99.52% | 99.52% |
13.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 126'000 | 126'000 | 68'409 | 68'409 | 279'273 CHF | 279'959 CHF | 99.78% | 99.78% |
12.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 126'000 | 126'000 | 68'717 | 68'717 | 279'256 CHF | 279'944 CHF | 99.74% | 99.74% |
11.11.2024 | 0.26% | 4.04 CHF | 4.05 CHF | 126'000 | 126'000 | 69'190 | 69'190 | 277'263 CHF | 277'956 CHF | 99.41% | 99.41% |
08.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 126'000 | 126'000 | 69'644 | 69'644 | 278'786 CHF | 279'485 CHF | 99.13% | 99.13% |
07.11.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 126'000 | 126'000 | 70'632 | 70'632 | 278'224 CHF | 278'932 CHF | 99.94% | 99.94% |