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% | 4.35 CHF | 4.36 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 183'973 CHF | 184'393 CHF | 99.44% | 99.44% |
19.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 180'743 CHF | 181'163 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 181'446 CHF | 181'866 CHF | 99.88% | 99.88% |
15.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 180'701 CHF | 181'129 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 181'147 CHF | 181'575 CHF | 98.60% | 98.60% |
13.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 181'978 CHF | 182'398 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 180'600 CHF | 181'021 CHF | 99.88% | 99.88% |
11.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 184'152 CHF | 184'571 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 183'770 CHF | 184'190 CHF | 98.30% | 98.30% |
07.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 184'358 CHF | 184'773 CHF | 100.00% | 100.00% |