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 | 0.32% | 3.12 CHF | 3.13 CHF | 87'000 | 87'000 | 32'145 | 32'145 | 101'659 CHF | 101'981 CHF | 99.82% | 99.82% |
19.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 102'062 CHF | 102'391 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 87'000 | 87'000 | 32'868 | 32'868 | 101'149 CHF | 101'478 CHF | 99.86% | 99.86% |
15.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 101'377 CHF | 101'695 CHF | 99.47% | 99.47% |
14.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 84'000 | 84'000 | 30'428 | 30'428 | 105'798 CHF | 106'103 CHF | 99.94% | 99.94% |
13.11.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 110'335 CHF | 110'643 CHF | 99.84% | 99.84% |
12.11.2024 | 0.26% | 3.61 CHF | 3.62 CHF | 83'000 | 83'000 | 29'069 | 29'069 | 109'179 CHF | 109'470 CHF | 99.26% | 99.26% |
11.11.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 79'000 | 79'000 | 29'071 | 29'071 | 121'473 CHF | 121'764 CHF | 99.89% | 99.89% |
08.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 76'000 | 76'000 | 28'287 | 28'287 | 124'284 CHF | 124'567 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 126'304 CHF | 126'590 CHF | 99.76% | 99.76% |