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% | 4.26 CHF | 4.27 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 439'300 CHF | 440'323 CHF | 99.90% | 99.90% |
19.11.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 441'041 CHF | 442'068 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 185'000 | 185'000 | 102'566 | 102'566 | 437'779 CHF | 438'808 CHF | 99.90% | 99.90% |
15.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 188'000 | 188'000 | 103'029 | 103'029 | 438'682 CHF | 439'714 CHF | 99.90% | 99.90% |
14.11.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 188'000 | 188'000 | 103'076 | 103'076 | 437'425 CHF | 438'458 CHF | 99.34% | 99.34% |
13.11.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 190'000 | 190'000 | 104'288 | 104'288 | 433'955 CHF | 435'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 190'000 | 190'000 | 104'298 | 104'298 | 434'875 CHF | 435'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 190'000 | 190'000 | 103'594 | 103'594 | 435'006 CHF | 436'044 CHF | 99.66% | 99.66% |
08.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 190'000 | 190'000 | 103'939 | 103'939 | 441'936 CHF | 442'977 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.20 CHF | 4.21 CHF | 190'000 | 190'000 | 105'260 | 105'260 | 436'191 CHF | 437'246 CHF | 100.00% | 100.00% |