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 | 54'000 | 54'000 | 52'676 | 52'676 | 218'020 CHF | 218'547 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 218'522 CHF | 219'058 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 217'184 CHF | 217'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 217'107 CHF | 217'649 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 56'000 | 56'000 | 54'754 | 54'754 | 215'944 CHF | 216'492 CHF | 99.33% | 99.33% |
13.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 216'864 CHF | 217'409 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 56'000 | 56'000 | 55'306 | 55'306 | 221'087 CHF | 221'640 CHF | 68.32% | 100.00% |
11.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 218'796 CHF | 219'323 CHF | 99.93% | 99.93% |
08.11.2024 | 0.23% | 4.20 CHF | 4.21 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 220'135 CHF | 220'652 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 51'000 | 51'000 | 49'706 | 49'706 | 223'090 CHF | 223'587 CHF | 98.53% | 98.53% |