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 | 0.23% | 4.30 CHF | 4.31 CHF | 27'710 | 27'710 | 27'250 | 27'250 | 118'636 CHF | 118'909 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 27'860 | 27'860 | 27'686 | 27'686 | 117'910 CHF | 118'187 CHF | 98.90% | 98.90% |
18.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 27'700 | 27'700 | 27'546 | 27'546 | 118'598 CHF | 118'874 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 27'930 | 27'930 | 27'966 | 27'966 | 119'863 CHF | 120'142 CHF | 72.08% | 72.08% |
14.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 27'680 | 27'680 | 27'547 | 27'547 | 118'746 CHF | 119'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 27'900 | 27'900 | 27'681 | 27'681 | 118'606 CHF | 118'883 CHF | 98.61% | 98.61% |
12.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 27'720 | 27'720 | 27'225 | 27'225 | 119'080 CHF | 119'352 CHF | 99.71% | 99.71% |
11.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 27'230 | 27'230 | 27'137 | 27'137 | 119'436 CHF | 119'708 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 27'770 | 27'770 | 27'483 | 27'483 | 119'323 CHF | 119'598 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 27'230 | 27'230 | 26'943 | 26'943 | 120'625 CHF | 120'894 CHF | 100.00% | 100.00% |