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% | 4.20 CHF | 4.21 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 232'149 CHF | 232'695 CHF | 99.43% | 99.43% |
19.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 54'000 | 54'000 | 54'322 | 54'322 | 232'482 CHF | 233'026 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 233'072 CHF | 233'602 CHF | 99.88% | 99.88% |
15.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 232'899 CHF | 233'430 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 233'464 CHF | 234'003 CHF | 98.58% | 98.58% |
13.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 233'406 CHF | 233'947 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 233'285 CHF | 233'820 CHF | 99.88% | 99.88% |
11.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 234'714 CHF | 235'244 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 234'221 CHF | 234'761 CHF | 99.05% | 99.05% |
07.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 54'000 | 54'000 | 52'873 | 52'873 | 233'380 CHF | 233'909 CHF | 100.00% | 100.00% |