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 | 0.34% | 2.98 CHF | 2.99 CHF | 87'000 | 87'000 | 32'144 | 32'144 | 97'317 CHF | 97'639 CHF | 99.82% | 99.82% |
19.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 97'639 CHF | 97'968 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 3.02 CHF | 3.03 CHF | 87'000 | 87'000 | 32'894 | 32'894 | 96'800 CHF | 97'130 CHF | 99.90% | 99.90% |
15.11.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 87'000 | 87'000 | 31'815 | 31'815 | 97'058 CHF | 97'377 CHF | 99.47% | 99.47% |
14.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 101'816 CHF | 102'121 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.29 CHF | 3.30 CHF | 84'000 | 84'000 | 30'735 | 30'735 | 106'123 CHF | 106'431 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.48 CHF | 3.49 CHF | 83'000 | 83'000 | 29'153 | 29'153 | 105'636 CHF | 105'928 CHF | 99.42% | 99.42% |
11.11.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 79'000 | 79'000 | 29'070 | 29'070 | 117'709 CHF | 118'000 CHF | 99.89% | 99.89% |
08.11.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 120'681 CHF | 120'964 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 76'000 | 76'000 | 28'435 | 28'435 | 122'679 CHF | 122'965 CHF | 99.76% | 99.76% |