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% | 4.64 CHF | 4.65 CHF | 188'000 | 188'000 | 101'966 | 101'966 | 477'485 CHF | 478'508 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 479'291 CHF | 480'318 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 185'000 | 185'000 | 102'565 | 102'565 | 476'183 CHF | 477'211 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 188'000 | 188'000 | 103'028 | 103'028 | 477'290 CHF | 478'323 CHF | 99.90% | 99.90% |
14.11.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 188'000 | 188'000 | 103'126 | 103'126 | 476'294 CHF | 477'327 CHF | 99.22% | 99.22% |
13.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 190'000 | 190'000 | 104'291 | 104'291 | 472'828 CHF | 473'873 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 190'000 | 190'000 | 104'475 | 104'475 | 474'493 CHF | 475'539 CHF | 99.40% | 99.40% |
11.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 190'000 | 190'000 | 103'591 | 103'591 | 473'397 CHF | 474'434 CHF | 99.66% | 99.66% |
08.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 190'000 | 190'000 | 103'201 | 103'201 | 476'749 CHF | 477'782 CHF | 97.59% | 97.59% |
07.11.2024 | 0.23% | 4.56 CHF | 4.57 CHF | 190'000 | 190'000 | 105'262 | 105'262 | 474'953 CHF | 476'007 CHF | 100.00% | 100.00% |