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% | 4.62 CHF | 4.63 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 195'276 CHF | 195'696 CHF | 99.47% | 99.47% |
19.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 192'044 CHF | 192'465 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 192'736 CHF | 193'156 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 192'184 CHF | 192'612 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 192'634 CHF | 193'062 CHF | 98.63% | 98.63% |
13.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 193'271 CHF | 193'691 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 191'908 CHF | 192'329 CHF | 99.88% | 99.88% |
11.11.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 195'415 CHF | 195'834 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 195'058 CHF | 195'478 CHF | 98.29% | 98.29% |
07.11.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 195'513 CHF | 195'928 CHF | 100.00% | 100.00% |