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 | 0.22% | 4.57 CHF | 4.58 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 193'178 CHF | 193'598 CHF | 99.44% | 99.44% |
19.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 189'974 CHF | 190'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 190'662 CHF | 191'082 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 190'106 CHF | 190'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 190'553 CHF | 190'981 CHF | 98.53% | 98.53% |
13.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 191'190 CHF | 191'610 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 189'835 CHF | 190'256 CHF | 99.90% | 99.90% |
11.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 193'317 CHF | 193'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 192'963 CHF | 193'383 CHF | 98.30% | 98.30% |
07.11.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 193'424 CHF | 193'839 CHF | 100.00% | 100.00% |