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 | 0.26% | 4.00 CHF | 4.01 CHF | 193'000 | 193'000 | 61'687 | 61'687 | 246'307 CHF | 246'928 CHF | 99.90% | 99.90% |
19.11.2024 | 0.28% | 3.78 CHF | 3.79 CHF | 199'000 | 199'000 | 63'553 | 63'553 | 236'653 CHF | 237'289 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.68 CHF | 3.69 CHF | 200'000 | 200'000 | 63'776 | 63'776 | 226'190 CHF | 226'828 CHF | 99.88% | 99.88% |
15.11.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 210'000 | 210'000 | 65'018 | 65'018 | 231'239 CHF | 231'890 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 200'000 | 200'000 | 63'770 | 63'770 | 232'926 CHF | 233'565 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 200'000 | 200'000 | 66'051 | 66'051 | 233'649 CHF | 234'310 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 210'000 | 210'000 | 66'983 | 66'983 | 227'444 CHF | 228'115 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 210'000 | 210'000 | 67'005 | 67'005 | 220'993 CHF | 221'664 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 225'308 CHF | 226'006 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.19 CHF | 3.20 CHF | 220'000 | 220'000 | 70'130 | 70'130 | 219'976 CHF | 220'678 CHF | 100.00% | 100.00% |