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% | 3.53 CHF | 3.54 CHF | 31'800 | 31'800 | 31'511 | 31'511 | 112'561 CHF | 112'877 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 31'000 | 31'000 | 31'308 | 31'308 | 109'523 CHF | 109'836 CHF | 99.87% | 99.87% |
18.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 29'800 | 29'800 | 29'953 | 29'953 | 106'344 CHF | 106'644 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.72 CHF | 3.73 CHF | 27'500 | 27'500 | 27'498 | 27'498 | 104'513 CHF | 104'788 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.22 CHF | 4.23 CHF | 28'800 | 28'800 | 28'863 | 28'863 | 116'173 CHF | 116'461 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 28'200 | 28'200 | 28'154 | 28'154 | 109'011 CHF | 109'293 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 26'300 | 26'300 | 26'300 | 26'300 | 109'360 CHF | 109'623 CHF | 99.89% | 99.89% |
11.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 26'700 | 26'700 | 26'510 | 26'510 | 116'234 CHF | 116'499 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 26'500 | 26'500 | 26'330 | 26'330 | 114'469 CHF | 114'733 CHF | 98.92% | 98.92% |
07.11.2024 | 0.22% | 4.28 CHF | 4.29 CHF | 24'900 | 24'900 | 24'670 | 24'670 | 111'059 CHF | 111'306 CHF | 100.00% | 100.00% |