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 | 0.23% | 4.35 CHF | 4.36 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 240'350 CHF | 240'895 CHF | 99.44% | 99.44% |
19.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 240'693 CHF | 241'236 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 241'068 CHF | 241'598 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 240'911 CHF | 241'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 241'607 CHF | 242'147 CHF | 98.57% | 98.57% |
13.11.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 241'573 CHF | 242'114 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 241'403 CHF | 241'938 CHF | 99.88% | 99.88% |
11.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 242'709 CHF | 243'239 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 242'366 CHF | 242'905 CHF | 99.05% | 99.05% |
07.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 241'410 CHF | 241'939 CHF | 100.00% | 100.00% |