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 | 0.21% | 4.80 CHF | 4.81 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 202'943 CHF | 203'363 CHF | 99.43% | 99.43% |
19.11.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 199'735 CHF | 200'156 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 200'421 CHF | 200'841 CHF | 99.88% | 99.88% |
15.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 200'025 CHF | 200'453 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 200'480 CHF | 200'908 CHF | 98.52% | 98.52% |
13.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 200'929 CHF | 201'349 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 199'607 CHF | 200'028 CHF | 99.90% | 99.90% |
11.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 203'033 CHF | 203'452 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 202'693 CHF | 203'113 CHF | 98.30% | 98.30% |
07.11.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 203'040 CHF | 203'455 CHF | 100.00% | 100.00% |