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 | 0.29% | 3.43 CHF | 3.44 CHF | 87'000 | 87'000 | 32'145 | 32'145 | 111'564 CHF | 111'886 CHF | 99.82% | 99.82% |
19.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 112'156 CHF | 112'485 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 87'000 | 87'000 | 32'867 | 32'867 | 111'278 CHF | 111'607 CHF | 99.85% | 99.85% |
15.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 87'000 | 87'000 | 31'815 | 31'815 | 111'206 CHF | 111'525 CHF | 99.47% | 99.47% |
14.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 84'000 | 84'000 | 30'425 | 30'425 | 115'173 CHF | 115'478 CHF | 99.93% | 99.93% |
13.11.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 119'787 CHF | 120'096 CHF | 99.84% | 99.84% |
12.11.2024 | 0.24% | 3.92 CHF | 3.93 CHF | 83'000 | 83'000 | 29'064 | 29'064 | 118'053 CHF | 118'344 CHF | 99.26% | 99.26% |
11.11.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 79'000 | 79'000 | 29'073 | 29'073 | 130'382 CHF | 130'674 CHF | 99.89% | 99.89% |
08.11.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 132'873 CHF | 133'156 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 134'921 CHF | 135'206 CHF | 99.76% | 99.76% |