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% | 3.91 CHF | 3.92 CHF | 87'000 | 87'000 | 32'144 | 32'144 | 127'249 CHF | 127'571 CHF | 99.82% | 99.82% |
19.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 88'000 | 88'000 | 32'886 | 32'886 | 128'127 CHF | 128'457 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 87'000 | 87'000 | 32'893 | 32'893 | 127'410 CHF | 127'739 CHF | 99.90% | 99.90% |
15.11.2024 | 0.25% | 3.87 CHF | 3.88 CHF | 87'000 | 87'000 | 31'815 | 31'815 | 126'740 CHF | 127'059 CHF | 99.47% | 99.47% |
14.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 84'000 | 84'000 | 30'460 | 30'460 | 130'237 CHF | 130'542 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 84'000 | 84'000 | 30'735 | 30'735 | 134'610 CHF | 134'918 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 83'000 | 83'000 | 29'155 | 29'155 | 132'608 CHF | 132'900 CHF | 99.42% | 99.42% |
11.11.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 79'000 | 79'000 | 29'070 | 29'070 | 144'538 CHF | 144'829 CHF | 99.89% | 99.89% |
08.11.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 76'000 | 76'000 | 28'287 | 28'287 | 146'558 CHF | 146'841 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 148'692 CHF | 148'977 CHF | 99.76% | 99.76% |