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% | 4.20 CHF | 4.21 CHF | 75'000 | 75'000 | 74'357 | 74'357 | 313'520 CHF | 314'264 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 76'000 | 76'000 | 75'236 | 75'236 | 312'054 CHF | 312'807 CHF | 98.71% | 98.71% |
18.11.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 76'000 | 76'000 | 76'911 | 76'911 | 311'134 CHF | 311'904 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 77'000 | 77'000 | 77'465 | 77'465 | 316'137 CHF | 316'911 CHF | 70.95% | 70.95% |
14.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 76'000 | 76'000 | 75'584 | 75'584 | 313'448 CHF | 314'205 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 77'000 | 77'000 | 76'527 | 76'527 | 311'357 CHF | 312'123 CHF | 99.82% | 99.82% |
12.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 78'000 | 78'000 | 76'340 | 76'340 | 312'119 CHF | 312'883 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 78'000 | 78'000 | 75'848 | 75'848 | 313'737 CHF | 314'496 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 76'000 | 76'000 | 74'448 | 74'448 | 318'115 CHF | 318'860 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 74'000 | 74'000 | 74'414 | 74'414 | 319'762 CHF | 320'507 CHF | 100.00% | 100.00% |