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 | 0.53% | 4.03 CHF | 4.05 CHF | 34'200 | 34'200 | 33'537 | 33'537 | 127'370 CHF | 128'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 3.81 CHF | 3.83 CHF | 33'100 | 33'100 | 34'966 | 34'966 | 136'106 CHF | 136'805 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 3.62 CHF | 3.64 CHF | 36'200 | 36'200 | 37'588 | 37'588 | 135'628 CHF | 136'380 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 3.61 CHF | 3.63 CHF | 38'500 | 38'500 | 37'238 | 37'238 | 128'391 CHF | 129'135 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 3.46 CHF | 3.48 CHF | 36'400 | 36'400 | 36'641 | 36'641 | 131'399 CHF | 132'132 CHF | 99.91% | 99.91% |
13.11.2024 | 0.56% | 3.79 CHF | 3.81 CHF | 36'800 | 36'800 | 35'472 | 35'472 | 126'091 CHF | 126'801 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 3.67 CHF | 3.69 CHF | 34'600 | 34'600 | 35'504 | 35'504 | 129'224 CHF | 129'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 3.55 CHF | 3.57 CHF | 36'100 | 36'100 | 37'246 | 37'246 | 131'103 CHF | 131'848 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 3.49 CHF | 3.51 CHF | 38'000 | 38'000 | 40'171 | 40'171 | 135'808 CHF | 136'611 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 3.18 CHF | 3.20 CHF | 41'700 | 41'700 | 37'914 | 37'914 | 117'183 CHF | 117'942 CHF | 100.00% | 100.00% |