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 | 0.22% | 4.48 CHF | 4.49 CHF | 75'000 | 75'000 | 74'378 | 74'378 | 334'824 CHF | 335'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 76'000 | 76'000 | 75'238 | 75'238 | 333'429 CHF | 334'182 CHF | 98.71% | 98.71% |
18.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 76'000 | 76'000 | 76'921 | 76'921 | 333'154 CHF | 333'924 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 77'000 | 77'000 | 77'458 | 77'458 | 338'221 CHF | 338'996 CHF | 70.95% | 70.95% |
14.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 76'000 | 76'000 | 75'584 | 75'584 | 335'057 CHF | 335'813 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 77'000 | 77'000 | 76'539 | 76'539 | 333'146 CHF | 333'912 CHF | 99.69% | 99.69% |
12.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 78'000 | 78'000 | 76'345 | 76'345 | 333'782 CHF | 334'546 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 78'000 | 78'000 | 75'894 | 75'894 | 335'395 CHF | 336'155 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 76'000 | 76'000 | 74'447 | 74'447 | 338'973 CHF | 339'718 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 74'000 | 74'000 | 74'413 | 74'413 | 340'676 CHF | 341'421 CHF | 100.00% | 100.00% |