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% | 3.81 CHF | 3.82 CHF | 10'390 | 10'390 | 10'215 | 10'215 | 38'537 CHF | 38'640 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 39'436 CHF | 39'539 CHF | 98.75% | 98.75% |
18.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 10'180 | 10'180 | 10'139 | 10'139 | 37'920 CHF | 38'022 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 10'230 | 10'230 | 10'204 | 10'204 | 38'065 CHF | 38'167 CHF | 72.00% | 72.00% |
14.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 10'250 | 10'250 | 10'228 | 10'228 | 38'764 CHF | 38'867 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 10'450 | 10'450 | 10'360 | 10'360 | 40'049 CHF | 40'152 CHF | 99.46% | 99.46% |
12.11.2024 | 0.27% | 3.91 CHF | 3.92 CHF | 10'570 | 10'570 | 10'211 | 10'211 | 38'623 CHF | 38'725 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 35'441 CHF | 35'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 10'020 | 10'020 | 9'890 | 9'890 | 35'785 CHF | 35'884 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 9'640 | 9'640 | 9'661 | 9'661 | 33'798 CHF | 33'895 CHF | 100.00% | 100.00% |