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% | 4.40 CHF | 4.41 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 453'702 CHF | 454'725 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 455'520 CHF | 456'547 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 185'000 | 185'000 | 102'563 | 102'563 | 452'285 CHF | 453'313 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 188'000 | 188'000 | 103'028 | 103'028 | 453'255 CHF | 454'287 CHF | 99.90% | 99.90% |
14.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 188'000 | 188'000 | 103'085 | 103'085 | 452'075 CHF | 453'108 CHF | 99.33% | 99.33% |
13.11.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 190'000 | 190'000 | 104'291 | 104'291 | 448'643 CHF | 449'688 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 190'000 | 190'000 | 104'302 | 104'302 | 449'540 CHF | 450'585 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 190'000 | 190'000 | 103'591 | 103'591 | 449'516 CHF | 450'554 CHF | 99.65% | 99.65% |
08.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 190'000 | 190'000 | 103'940 | 103'940 | 456'372 CHF | 457'413 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 190'000 | 190'000 | 105'260 | 105'260 | 450'837 CHF | 451'891 CHF | 100.00% | 100.00% |