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% | 4.12 CHF | 4.13 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 174'323 CHF | 174'743 CHF | 99.43% | 99.43% |
19.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 171'078 CHF | 171'498 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 171'795 CHF | 172'215 CHF | 99.88% | 99.88% |
15.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 170'871 CHF | 171'298 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 171'312 CHF | 171'740 CHF | 98.59% | 98.59% |
13.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 172'332 CHF | 172'752 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 170'934 CHF | 171'355 CHF | 99.90% | 99.90% |
11.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 174'538 CHF | 174'957 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 174'123 CHF | 174'543 CHF | 98.30% | 98.30% |
07.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 174'847 CHF | 175'262 CHF | 100.00% | 100.00% |