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 | 0.25% | 4.05 CHF | 4.06 CHF | 27'710 | 27'710 | 27'250 | 27'250 | 111'821 CHF | 112'094 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27'860 | 27'860 | 27'686 | 27'686 | 110'988 CHF | 111'265 CHF | 98.90% | 98.90% |
18.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 27'700 | 27'700 | 27'547 | 27'547 | 111'752 CHF | 112'027 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27'930 | 27'930 | 27'961 | 27'961 | 112'868 CHF | 113'148 CHF | 72.08% | 72.08% |
14.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 27'680 | 27'680 | 27'547 | 27'547 | 111'861 CHF | 112'137 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27'900 | 27'900 | 27'681 | 27'681 | 111'716 CHF | 111'993 CHF | 98.62% | 98.62% |
12.11.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 27'730 | 27'730 | 27'226 | 27'226 | 112'313 CHF | 112'585 CHF | 99.71% | 99.71% |
11.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 27'230 | 27'230 | 27'137 | 27'137 | 112'677 CHF | 112'948 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 27'770 | 27'770 | 27'484 | 27'484 | 112'477 CHF | 112'752 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 27'240 | 27'240 | 26'942 | 26'942 | 113'918 CHF | 114'188 CHF | 100.00% | 100.00% |