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% | 4.62 CHF | 4.63 CHF | 75'000 | 75'000 | 74'367 | 74'367 | 344'959 CHF | 345'704 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 76'000 | 76'000 | 75'227 | 75'227 | 343'691 CHF | 344'444 CHF | 98.71% | 98.71% |
18.11.2024 | 0.23% | 4.58 CHF | 4.59 CHF | 76'000 | 76'000 | 76'921 | 76'921 | 343'740 CHF | 344'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 77'000 | 77'000 | 77'448 | 77'448 | 348'838 CHF | 349'612 CHF | 70.83% | 70.83% |
14.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 76'000 | 76'000 | 75'594 | 75'594 | 345'506 CHF | 346'262 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 77'000 | 77'000 | 76'528 | 76'528 | 343'572 CHF | 344'338 CHF | 99.81% | 99.81% |
12.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 78'000 | 78'000 | 76'345 | 76'345 | 344'223 CHF | 344'988 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 78'000 | 78'000 | 75'866 | 75'866 | 345'614 CHF | 346'373 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 76'000 | 76'000 | 74'452 | 74'452 | 349'049 CHF | 349'794 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 74'000 | 74'000 | 74'432 | 74'432 | 350'851 CHF | 351'596 CHF | 100.00% | 100.00% |