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 | 0.24% | 4.14 CHF | 4.15 CHF | 36'800 | 36'800 | 36'800 | 36'800 | 156'051 CHF | 156'419 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 36'400 | 36'400 | 36'400 | 36'400 | 150'352 CHF | 150'716 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 153'607 CHF | 153'962 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 35'200 | 35'200 | 35'200 | 35'200 | 158'111 CHF | 158'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 36'100 | 36'100 | 36'100 | 36'100 | 157'978 CHF | 158'339 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 35'300 | 35'300 | 35'300 | 35'300 | 154'347 CHF | 154'700 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 33'100 | 33'100 | 33'100 | 33'100 | 152'283 CHF | 152'614 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 34'500 | 34'500 | 34'500 | 34'500 | 167'502 CHF | 167'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 34'700 | 34'700 | 34'700 | 34'700 | 158'755 CHF | 159'102 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 164'817 CHF | 165'172 CHF | 99.67% | 99.67% |