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 | 0.83% | 3.45 CHF | 3.48 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 143'647 CHF | 144'847 CHF | 99.73% | 99.73% |
19.11.2024 | 0.87% | 3.54 CHF | 3.57 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 137'845 CHF | 139'045 CHF | 99.75% | 99.75% |
18.11.2024 | 0.83% | 3.69 CHF | 3.72 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 143'818 CHF | 145'018 CHF | 98.99% | 98.99% |
15.11.2024 | 0.81% | 3.49 CHF | 3.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 147'957 CHF | 149'157 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 4.00 CHF | 4.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 156'831 CHF | 158'031 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 3.85 CHF | 3.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 155'093 CHF | 156'293 CHF | 99.74% | 99.74% |
12.11.2024 | 0.71% | 4.10 CHF | 4.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 169'602 CHF | 170'802 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 4.43 CHF | 4.46 CHF | 40'000 | 40'000 | 39'980 | 39'980 | 175'326 CHF | 176'526 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 4.11 CHF | 4.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 163'756 CHF | 164'956 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 4.26 CHF | 4.29 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 168'140 CHF | 169'340 CHF | 99.67% | 99.67% |