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% | 4.49 CHF | 4.50 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 462'105 CHF | 463'128 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 4.57 CHF | 4.58 CHF | 185'000 | 185'000 | 102'505 | 102'505 | 463'892 CHF | 464'919 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.57 CHF | 4.58 CHF | 185'000 | 185'000 | 102'564 | 102'564 | 460'735 CHF | 461'763 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 188'000 | 188'000 | 103'027 | 103'027 | 461'689 CHF | 462'721 CHF | 99.90% | 99.90% |
14.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 188'000 | 188'000 | 103'067 | 103'067 | 460'461 CHF | 461'493 CHF | 99.39% | 99.39% |
13.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 190'000 | 190'000 | 104'289 | 104'289 | 457'195 CHF | 458'240 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 190'000 | 190'000 | 104'297 | 104'297 | 458'081 CHF | 459'126 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 190'000 | 190'000 | 103'590 | 103'590 | 457'940 CHF | 458'978 CHF | 99.65% | 99.65% |
08.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 190'000 | 190'000 | 103'935 | 103'935 | 464'743 CHF | 465'784 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 190'000 | 190'000 | 105'262 | 105'262 | 459'359 CHF | 460'414 CHF | 100.00% | 100.00% |