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% | 3.76 CHF | 3.77 CHF | 93'000 | 93'000 | 38'672 | 38'672 | 148'105 CHF | 148'492 CHF | 99.90% | 99.90% |
19.11.2024 | 0.28% | 3.77 CHF | 3.78 CHF | 93'000 | 93'000 | 38'715 | 38'715 | 144'058 CHF | 144'446 CHF | 99.96% | 99.96% |
18.11.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 91'000 | 91'000 | 34'047 | 34'047 | 134'972 CHF | 135'313 CHF | 98.20% | 98.20% |
15.11.2024 | 0.27% | 4.08 CHF | 4.09 CHF | 88'000 | 88'000 | 40'284 | 40'284 | 156'095 CHF | 156'502 CHF | 99.72% | 99.72% |
14.11.2024 | 0.27% | 3.57 CHF | 3.58 CHF | 96'000 | 96'000 | 39'462 | 39'462 | 147'566 CHF | 147'962 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 3.93 CHF | 3.94 CHF | 90'000 | 90'000 | 24'785 | 24'785 | 94'637 CHF | 95'056 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 96'000 | 96'000 | 40'495 | 40'495 | 145'323 CHF | 145'729 CHF | 99.92% | 99.92% |
11.11.2024 | 0.28% | 3.82 CHF | 3.83 CHF | 92'000 | 92'000 | 41'898 | 41'898 | 155'055 CHF | 155'475 CHF | 99.82% | 99.82% |
08.11.2024 | 0.33% | 3.42 CHF | 3.43 CHF | 99'000 | 99'000 | 44'144 | 44'144 | 144'855 CHF | 145'303 CHF | 99.18% | 99.18% |
07.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 100'000 | 100'000 | 46'290 | 46'290 | 146'124 CHF | 146'589 CHF | 99.71% | 99.71% |