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% | 4.18 CHF | 4.19 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'480 CHF | 8'499 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'273 CHF | 8'293 CHF | 98.96% | 98.96% |
18.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'294 CHF | 8'314 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 8'613 CHF | 8'633 CHF | 72.11% | 72.11% |
14.11.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'621 CHF | 8'641 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'202 CHF | 8'221 CHF | 99.36% | 99.36% |
12.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'542 CHF | 8'562 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 2'000 | 2'000 | 1'968 | 1'968 | 9'051 CHF | 9'071 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 8'966 CHF | 8'986 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 2'000 | 2'000 | 1'981 | 1'981 | 9'461 CHF | 9'480 CHF | 100.00% | 100.00% |