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% | 3.50 CHF | 3.57 CHF | 6'000 | 6'000 | 38'831 | 38'831 | 134'477 CHF | 134'876 CHF | 98.90% | 98.90% |
19.11.2024 | 0.37% | 3.29 CHF | 3.35 CHF | 6'500 | 6'500 | 43'308 | 43'308 | 132'482 CHF | 132'925 CHF | 98.77% | 98.77% |
18.11.2024 | 0.38% | 2.98 CHF | 3.04 CHF | 6'600 | 6'600 | 42'085 | 42'085 | 128'667 CHF | 129'099 CHF | 98.94% | 98.94% |
15.11.2024 | 0.36% | 3.17 CHF | 3.25 CHF | 5'400 | 5'400 | 34'162 | 34'162 | 115'359 CHF | 115'711 CHF | 98.94% | 98.94% |
14.11.2024 | 0.30% | 3.95 CHF | 4.03 CHF | 5'000 | 5'000 | 32'434 | 32'434 | 129'811 CHF | 130'146 CHF | 98.85% | 98.85% |
13.11.2024 | 0.31% | 4.06 CHF | 4.14 CHF | 5'200 | 5'200 | 33'312 | 33'312 | 130'200 CHF | 130'544 CHF | 98.87% | 98.87% |
12.11.2024 | 0.32% | 3.83 CHF | 3.92 CHF | 4'700 | 4'700 | 30'017 | 30'017 | 118'351 CHF | 118'663 CHF | 98.79% | 98.79% |
11.11.2024 | 0.28% | 4.42 CHF | 4.50 CHF | 5'100 | 5'100 | 32'514 | 32'514 | 139'175 CHF | 139'511 CHF | 98.90% | 98.90% |
08.11.2024 | 0.31% | 3.91 CHF | 3.98 CHF | 5'500 | 5'500 | 35'612 | 35'612 | 137'652 CHF | 138'019 CHF | 97.83% | 97.83% |
07.11.2024 | 0.30% | 3.70 CHF | 3.78 CHF | 5'100 | 5'100 | 33'336 | 33'336 | 124'453 CHF | 124'792 CHF | 97.35% | 97.35% |