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% | 4.30 CHF | 4.31 CHF | 430'900 | 430'900 | 429'762 | 429'762 | 1'875'740 CHF | 1'880'040 CHF | 99.44% | 99.44% |
19.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 429'000 | 429'000 | 431'287 | 431'287 | 1'894'880 CHF | 1'899'190 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 432'900 | 432'900 | 429'968 | 429'968 | 1'884'770 CHF | 1'889'070 CHF | 98.77% | 98.77% |
15.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 428'100 | 428'100 | 431'573 | 431'573 | 1'902'370 CHF | 1'906'680 CHF | 98.67% | 98.67% |
14.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 433'800 | 433'800 | 424'677 | 424'677 | 1'851'000 CHF | 1'855'240 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 418'600 | 418'600 | 419'620 | 419'620 | 1'886'530 CHF | 1'890'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 420'300 | 420'300 | 417'115 | 417'115 | 1'877'660 CHF | 1'881'840 CHF | 99.80% | 99.80% |
11.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 415'000 | 415'000 | 403'568 | 403'568 | 1'849'680 CHF | 1'853'720 CHF | 99.73% | 99.73% |
08.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 396'200 | 396'200 | 395'901 | 395'901 | 1'895'730 CHF | 1'899'690 CHF | 99.15% | 99.15% |
07.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 395'700 | 395'700 | 402'733 | 402'733 | 1'941'500 CHF | 1'945'520 CHF | 99.96% | 99.96% |