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 | 0.22% | 4.50 CHF | 4.51 CHF | 60'000 | 60'000 | 59'742 | 59'742 | 270'169 CHF | 270'767 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 60'000 | 60'000 | 59'574 | 59'574 | 265'876 CHF | 266'472 CHF | 99.45% | 99.45% |
18.11.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 56'000 | 56'000 | 55'769 | 55'769 | 262'788 CHF | 263'346 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 56'000 | 56'000 | 55'769 | 55'769 | 267'990 CHF | 268'547 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 56'000 | 56'000 | 55'923 | 55'923 | 266'997 CHF | 267'556 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 60'000 | 60'000 | 56'620 | 56'620 | 264'730 CHF | 265'296 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 56'000 | 56'000 | 55'203 | 55'203 | 272'527 CHF | 273'080 CHF | 98.82% | 98.82% |
11.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 56'000 | 56'000 | 56'652 | 56'652 | 265'033 CHF | 265'599 CHF | 99.44% | 99.44% |
08.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 60'000 | 60'000 | 59'753 | 59'753 | 265'563 CHF | 266'160 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 60'000 | 60'000 | 59'753 | 59'753 | 270'741 CHF | 271'339 CHF | 100.00% | 100.00% |