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 | 0.23% | 4.33 CHF | 4.34 CHF | 43'500 | 43'500 | 43'091 | 43'091 | 188'859 CHF | 189'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 44'000 | 44'000 | 43'235 | 43'235 | 187'632 CHF | 188'065 CHF | 98.93% | 98.93% |
18.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 43'500 | 43'500 | 43'509 | 43'509 | 188'341 CHF | 188'776 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 44'000 | 44'000 | 44'095 | 44'095 | 188'852 CHF | 189'292 CHF | 71.88% | 71.88% |
14.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 44'500 | 44'500 | 44'105 | 44'105 | 184'787 CHF | 185'229 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 44'500 | 44'500 | 44'526 | 44'526 | 182'727 CHF | 183'173 CHF | 99.57% | 99.57% |
12.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 45'000 | 45'000 | 44'481 | 44'481 | 182'202 CHF | 182'648 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 44'500 | 44'500 | 44'081 | 44'081 | 185'024 CHF | 185'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 45'000 | 45'000 | 44'579 | 44'579 | 181'867 CHF | 182'314 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 45'000 | 45'000 | 44'337 | 44'337 | 186'357 CHF | 186'801 CHF | 100.00% | 100.00% |