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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 186'000 | 186'000 | 59'476 | 59'476 | 263'347 CHF | 263'942 CHF | 100.00% | 100.00% |
20.11.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 193'000 | 193'000 | 61'678 | 61'678 | 258'311 CHF | 258'932 CHF | 99.89% | 99.89% |
19.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 199'000 | 199'000 | 63'556 | 63'556 | 249'014 CHF | 249'650 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.88 CHF | 3.89 CHF | 200'000 | 200'000 | 63'762 | 63'762 | 238'585 CHF | 239'224 CHF | 99.87% | 99.87% |
15.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 210'000 | 210'000 | 65'017 | 65'017 | 243'980 CHF | 244'631 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 200'000 | 200'000 | 63'734 | 63'734 | 245'230 CHF | 245'868 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 200'000 | 200'000 | 66'072 | 66'072 | 246'583 CHF | 247'245 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 210'000 | 210'000 | 66'992 | 66'992 | 240'501 CHF | 241'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 210'000 | 210'000 | 66'981 | 66'981 | 233'885 CHF | 234'556 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 220'000 | 220'000 | 69'715 | 69'715 | 238'695 CHF | 239'393 CHF | 100.00% | 100.00% |