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 | 0.24% | 4.17 CHF | 4.18 CHF | 188'000 | 188'000 | 101'962 | 101'962 | 430'076 CHF | 431'099 CHF | 99.89% | 99.89% |
19.11.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 185'000 | 185'000 | 102'503 | 102'503 | 431'800 CHF | 432'827 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.25 CHF | 4.26 CHF | 185'000 | 185'000 | 102'561 | 102'561 | 428'479 CHF | 429'507 CHF | 99.89% | 99.89% |
15.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 188'000 | 188'000 | 103'024 | 103'024 | 429'304 CHF | 430'336 CHF | 99.90% | 99.90% |
14.11.2024 | 0.25% | 4.20 CHF | 4.21 CHF | 188'000 | 188'000 | 103'079 | 103'079 | 428'088 CHF | 429'121 CHF | 99.33% | 99.33% |
13.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 190'000 | 190'000 | 104'287 | 104'287 | 424'562 CHF | 425'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 190'000 | 190'000 | 104'305 | 104'305 | 425'525 CHF | 426'570 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 190'000 | 190'000 | 103'590 | 103'590 | 425'670 CHF | 426'708 CHF | 99.65% | 99.65% |
08.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 190'000 | 190'000 | 103'937 | 103'937 | 432'699 CHF | 433'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 190'000 | 190'000 | 105'261 | 105'261 | 426'820 CHF | 427'875 CHF | 100.00% | 100.00% |