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 | 0.30% | 3.30 CHF | 3.31 CHF | 87'000 | 87'000 | 32'146 | 32'146 | 107'591 CHF | 107'913 CHF | 99.83% | 99.83% |
19.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 108'073 CHF | 108'403 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 87'000 | 87'000 | 32'896 | 32'896 | 107'304 CHF | 107'634 CHF | 99.91% | 99.91% |
15.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 107'238 CHF | 107'557 CHF | 99.47% | 99.47% |
14.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 111'558 CHF | 111'863 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 84'000 | 84'000 | 30'730 | 30'730 | 115'858 CHF | 116'166 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.79 CHF | 3.80 CHF | 83'000 | 83'000 | 29'153 | 29'153 | 114'887 CHF | 115'179 CHF | 99.42% | 99.42% |
11.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 79'000 | 79'000 | 29'073 | 29'073 | 126'909 CHF | 127'201 CHF | 99.89% | 99.89% |
08.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 76'000 | 76'000 | 28'291 | 28'291 | 129'562 CHF | 129'845 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 131'600 CHF | 131'885 CHF | 99.76% | 99.76% |