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 | 0.49% | 4.09 CHF | 4.11 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 78'979 CHF | 79'366 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 4.10 CHF | 4.12 CHF | 19'500 | 19'500 | 19'315 | 19'315 | 78'610 CHF | 78'996 CHF | 98.89% | 98.89% |
18.11.2024 | 0.49% | 4.07 CHF | 4.09 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 79'471 CHF | 79'858 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 4.18 CHF | 4.20 CHF | 19'500 | 19'500 | 19'500 | 19'500 | 80'164 CHF | 80'554 CHF | 71.89% | 71.89% |
14.11.2024 | 0.49% | 4.08 CHF | 4.10 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 78'721 CHF | 79'107 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 4.00 CHF | 4.02 CHF | 19'500 | 19'500 | 19'315 | 19'315 | 77'676 CHF | 78'063 CHF | 99.19% | 99.19% |
12.11.2024 | 0.51% | 3.95 CHF | 3.97 CHF | 19'500 | 19'500 | 19'316 | 19'316 | 76'936 CHF | 77'323 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 4.09 CHF | 4.11 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 79'933 CHF | 80'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 4.15 CHF | 4.17 CHF | 19'500 | 19'500 | 19'317 | 19'317 | 79'656 CHF | 80'043 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 4.10 CHF | 4.12 CHF | 19'500 | 19'500 | 19'318 | 19'318 | 79'582 CHF | 79'969 CHF | 100.00% | 100.00% |