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 | 0.24% | 4.20 CHF | 4.21 CHF | 30'000 | 30'000 | 29'945 | 29'945 | 126'908 CHF | 127'207 CHF | 96.53% | 96.53% |
19.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 30'000 | 30'000 | 29'986 | 29'986 | 125'200 CHF | 125'500 CHF | 92.74% | 92.74% |
18.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 119'770 CHF | 120'070 CHF | 99.40% | 99.40% |
15.11.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 30'000 | 30'000 | 29'985 | 29'985 | 113'138 CHF | 113'438 CHF | 97.11% | 97.11% |
14.11.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 30'000 | 30'000 | 29'940 | 29'940 | 108'186 CHF | 108'485 CHF | 93.51% | 93.51% |
13.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 30'000 | 30'000 | 29'994 | 29'994 | 110'964 CHF | 111'264 CHF | 97.30% | 97.30% |
12.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 30'000 | 30'000 | 29'840 | 29'840 | 111'960 CHF | 112'259 CHF | 94.95% | 94.95% |
11.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 30'000 | 30'000 | 29'977 | 29'977 | 118'143 CHF | 118'443 CHF | 93.99% | 93.99% |
08.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 30'000 | 30'000 | 29'952 | 29'952 | 104'347 CHF | 104'646 CHF | 94.54% | 94.54% |
07.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 30'000 | 30'000 | 29'961 | 29'961 | 107'839 CHF | 108'139 CHF | 94.61% | 94.61% |