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 | 0.32% | 3.22 CHF | 3.23 CHF | 102'000 | 102'000 | 40'242 | 40'242 | 130'251 CHF | 130'656 CHF | 99.75% | 99.75% |
19.11.2024 | 0.33% | 3.19 CHF | 3.20 CHF | 104'000 | 104'000 | 41'862 | 41'862 | 130'277 CHF | 130'696 CHF | 99.97% | 99.97% |
18.11.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 104'000 | 104'000 | 40'616 | 40'616 | 124'152 CHF | 124'559 CHF | 99.89% | 99.89% |
15.11.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 104'000 | 104'000 | 40'302 | 40'302 | 130'289 CHF | 130'693 CHF | 99.18% | 99.18% |
14.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 98'000 | 98'000 | 38'911 | 38'911 | 134'363 CHF | 134'753 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 100'000 | 100'000 | 39'021 | 39'021 | 136'138 CHF | 136'529 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 3.57 CHF | 3.58 CHF | 98'000 | 98'000 | 36'059 | 36'059 | 130'297 CHF | 130'665 CHF | 95.74% | 99.67% |
11.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 96'000 | 96'000 | 36'706 | 36'706 | 137'824 CHF | 138'191 CHF | 99.58% | 99.58% |
08.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 94'000 | 94'000 | 36'251 | 36'251 | 140'274 CHF | 140'637 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 4.04 CHF | 4.05 CHF | 90'000 | 90'000 | 28'559 | 28'559 | 109'092 CHF | 109'464 CHF | 98.04% | 98.04% |