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% | 3.51 CHF | 3.52 CHF | 87'000 | 87'000 | 32'143 | 32'143 | 114'234 CHF | 114'556 CHF | 99.82% | 99.82% |
19.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 114'901 CHF | 115'231 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 87'000 | 87'000 | 32'892 | 32'892 | 114'112 CHF | 114'442 CHF | 99.90% | 99.90% |
15.11.2024 | 0.28% | 3.46 CHF | 3.47 CHF | 87'000 | 87'000 | 31'814 | 31'814 | 113'874 CHF | 114'193 CHF | 99.47% | 99.47% |
14.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 117'884 CHF | 118'189 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 3.82 CHF | 3.83 CHF | 84'000 | 84'000 | 30'736 | 30'736 | 122'272 CHF | 122'580 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 83'000 | 83'000 | 29'155 | 29'155 | 120'914 CHF | 121'206 CHF | 99.42% | 99.42% |
11.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 79'000 | 79'000 | 29'069 | 29'069 | 132'900 CHF | 133'191 CHF | 99.89% | 99.89% |
08.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 76'000 | 76'000 | 28'287 | 28'287 | 135'326 CHF | 135'609 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 137'415 CHF | 137'700 CHF | 99.76% | 99.76% |