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% | 4.14 CHF | 4.15 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 175'160 CHF | 175'580 CHF | 99.48% | 99.48% |
19.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 171'905 CHF | 172'326 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 172'620 CHF | 173'040 CHF | 99.89% | 99.89% |
15.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 171'706 CHF | 172'134 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 42'000 | 42'000 | 42'797 | 42'797 | 172'151 CHF | 172'579 CHF | 98.50% | 98.50% |
13.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 173'161 CHF | 173'581 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.02 CHF | 4.03 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 171'762 CHF | 172'183 CHF | 99.88% | 99.88% |
11.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 175'373 CHF | 175'792 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 174'961 CHF | 175'381 CHF | 98.29% | 98.29% |
07.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 42'000 | 42'000 | 41'472 | 41'472 | 175'679 CHF | 176'093 CHF | 100.00% | 100.00% |