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% | 3.86 CHF | 3.87 CHF | 93'000 | 93'000 | 38'671 | 38'671 | 151'665 CHF | 152'052 CHF | 99.90% | 99.90% |
19.11.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 93'000 | 93'000 | 38'714 | 38'714 | 147'606 CHF | 147'994 CHF | 99.96% | 99.96% |
18.11.2024 | 0.24% | 3.97 CHF | 3.98 CHF | 91'000 | 91'000 | 34'047 | 34'047 | 138'112 CHF | 138'454 CHF | 98.20% | 98.20% |
15.11.2024 | 0.27% | 4.17 CHF | 4.18 CHF | 88'000 | 88'000 | 40'284 | 40'284 | 159'814 CHF | 160'222 CHF | 99.72% | 99.72% |
14.11.2024 | 0.26% | 3.67 CHF | 3.68 CHF | 96'000 | 96'000 | 39'464 | 39'464 | 151'216 CHF | 151'612 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 4.02 CHF | 4.03 CHF | 90'000 | 90'000 | 24'787 | 24'787 | 96'919 CHF | 97'338 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 96'000 | 96'000 | 40'496 | 40'496 | 149'044 CHF | 149'450 CHF | 99.92% | 99.92% |
11.11.2024 | 0.27% | 3.91 CHF | 3.92 CHF | 92'000 | 92'000 | 41'898 | 41'898 | 158'878 CHF | 159'298 CHF | 99.82% | 99.82% |
08.11.2024 | 0.32% | 3.51 CHF | 3.52 CHF | 99'000 | 99'000 | 44'144 | 44'144 | 148'864 CHF | 149'312 CHF | 99.18% | 99.18% |
07.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 46'294 | 46'294 | 150'342 CHF | 150'807 CHF | 99.71% | 99.71% |