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 | 0.28% | 3.63 CHF | 3.64 CHF | 87'000 | 87'000 | 32'148 | 32'148 | 118'102 CHF | 118'424 CHF | 99.83% | 99.83% |
19.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 118'805 CHF | 119'135 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 87'000 | 87'000 | 32'859 | 32'859 | 117'961 CHF | 118'290 CHF | 99.84% | 99.84% |
15.11.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 117'680 CHF | 117'999 CHF | 99.47% | 99.47% |
14.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 84'000 | 84'000 | 30'422 | 30'422 | 121'345 CHF | 121'649 CHF | 99.93% | 99.93% |
13.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 84'000 | 84'000 | 30'778 | 30'778 | 126'026 CHF | 126'334 CHF | 99.84% | 99.84% |
12.11.2024 | 0.23% | 4.12 CHF | 4.13 CHF | 83'000 | 83'000 | 29'063 | 29'063 | 123'916 CHF | 124'208 CHF | 99.25% | 99.25% |
11.11.2024 | 0.21% | 4.57 CHF | 4.58 CHF | 79'000 | 79'000 | 29'075 | 29'075 | 136'255 CHF | 136'546 CHF | 99.90% | 99.90% |
08.11.2024 | 0.21% | 4.95 CHF | 4.96 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 138'512 CHF | 138'795 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 140'591 CHF | 140'877 CHF | 99.76% | 99.76% |