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% | 4.38 CHF | 4.39 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 185'188 CHF | 185'608 CHF | 99.48% | 99.48% |
19.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 181'953 CHF | 182'374 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 182'651 CHF | 183'071 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 181'920 CHF | 182'348 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 182'364 CHF | 182'792 CHF | 98.53% | 98.53% |
13.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 183'193 CHF | 183'613 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 181'807 CHF | 182'228 CHF | 99.88% | 99.88% |
11.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 185'374 CHF | 185'793 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 184'988 CHF | 185'408 CHF | 98.29% | 98.29% |
07.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 185'568 CHF | 185'983 CHF | 100.00% | 100.00% |