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 | 0.22% | 4.59 CHF | 4.60 CHF | 30'000 | 30'000 | 29'483 | 29'483 | 136'672 CHF | 136'967 CHF | 96.97% | 96.97% |
19.11.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 30'000 | 30'000 | 29'086 | 29'086 | 133'014 CHF | 133'306 CHF | 94.05% | 94.05% |
18.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 30'000 | 30'000 | 29'841 | 29'841 | 130'957 CHF | 131'256 CHF | 99.00% | 99.00% |
15.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 30'000 | 30'000 | 29'529 | 29'529 | 123'147 CHF | 123'443 CHF | 96.13% | 96.13% |
14.11.2024 | 0.26% | 4.14 CHF | 4.15 CHF | 30'000 | 30'000 | 29'350 | 29'350 | 117'699 CHF | 117'994 CHF | 92.34% | 92.34% |
13.11.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 30'000 | 30'000 | 29'327 | 29'327 | 120'186 CHF | 120'480 CHF | 98.51% | 98.51% |
12.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 30'000 | 30'000 | 29'449 | 29'449 | 122'172 CHF | 122'467 CHF | 95.16% | 95.16% |
11.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 30'000 | 30'000 | 29'238 | 29'238 | 126'828 CHF | 127'121 CHF | 95.01% | 95.01% |
08.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30'000 | 30'000 | 29'535 | 29'535 | 114'649 CHF | 114'946 CHF | 93.58% | 93.58% |
07.11.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 30'000 | 30'000 | 28'696 | 28'696 | 114'766 CHF | 115'054 CHF | 93.36% | 93.36% |