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 | 1.28% | 4.05 CHF | 4.06 CHF | 26'000 | 26'000 | 11'577 | 11'577 | 46'854 CHF | 47'276 CHF | 99.01% | 99.01% |
19.11.2024 | 1.33% | 4.04 CHF | 4.05 CHF | 26'000 | 26'000 | 11'775 | 11'775 | 45'846 CHF | 46'273 CHF | 99.26% | 99.26% |
18.11.2024 | 1.40% | 4.02 CHF | 4.03 CHF | 25'600 | 25'600 | 11'422 | 11'422 | 46'264 CHF | 46'713 CHF | 99.35% | 99.35% |
15.11.2024 | 1.40% | 4.21 CHF | 4.22 CHF | 24'900 | 24'900 | 11'165 | 11'165 | 46'330 CHF | 46'771 CHF | 99.30% | 99.30% |
14.11.2024 | 1.36% | 4.31 CHF | 4.32 CHF | 24'900 | 24'900 | 11'231 | 11'231 | 47'465 CHF | 47'906 CHF | 98.38% | 98.38% |
13.11.2024 | 1.38% | 4.23 CHF | 4.24 CHF | 25'000 | 25'000 | 11'122 | 11'122 | 46'580 CHF | 47'020 CHF | 99.38% | 99.38% |
12.11.2024 | 1.36% | 4.26 CHF | 4.27 CHF | 23'800 | 23'800 | 10'530 | 10'530 | 46'210 CHF | 46'648 CHF | 98.34% | 98.34% |
11.11.2024 | 1.34% | 4.47 CHF | 4.48 CHF | 24'800 | 24'800 | 11'161 | 11'161 | 48'605 CHF | 49'045 CHF | 98.60% | 98.60% |
08.11.2024 | 1.39% | 4.23 CHF | 4.24 CHF | 25'400 | 25'400 | 11'433 | 11'433 | 47'090 CHF | 47'541 CHF | 98.50% | 98.50% |
07.11.2024 | 1.30% | 4.08 CHF | 4.09 CHF | 23'500 | 23'500 | 10'260 | 10'260 | 45'231 CHF | 45'654 CHF | 98.27% | 98.27% |