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 | 0.27% | 3.70 CHF | 3.71 CHF | 93'000 | 93'000 | 38'674 | 38'674 | 145'718 CHF | 146'106 CHF | 99.90% | 99.90% |
19.11.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 93'000 | 93'000 | 38'715 | 38'715 | 141'666 CHF | 142'054 CHF | 99.96% | 99.96% |
18.11.2024 | 0.25% | 3.82 CHF | 3.83 CHF | 91'000 | 91'000 | 34'048 | 34'048 | 132'864 CHF | 133'206 CHF | 98.20% | 98.20% |
15.11.2024 | 0.28% | 4.02 CHF | 4.03 CHF | 88'000 | 88'000 | 40'286 | 40'286 | 153'589 CHF | 153'997 CHF | 99.72% | 99.72% |
14.11.2024 | 0.27% | 3.51 CHF | 3.52 CHF | 96'000 | 96'000 | 39'462 | 39'462 | 145'114 CHF | 145'510 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 3.87 CHF | 3.88 CHF | 90'000 | 90'000 | 24'786 | 24'786 | 93'105 CHF | 93'524 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 96'000 | 96'000 | 40'495 | 40'495 | 142'824 CHF | 143'230 CHF | 99.92% | 99.92% |
11.11.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 92'000 | 92'000 | 41'903 | 41'903 | 151'842 CHF | 152'262 CHF | 99.80% | 99.80% |
08.11.2024 | 0.35% | 3.25 CHF | 3.26 CHF | 99'000 | 99'000 | 44'140 | 44'140 | 137'731 CHF | 138'179 CHF | 99.20% | 99.20% |
07.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 100'000 | 100'000 | 46'236 | 46'236 | 138'658 CHF | 139'123 CHF | 99.61% | 99.61% |