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% | 4.12 CHF | 4.13 CHF | 122'000 | 122'000 | 119'979 | 119'979 | 504'774 CHF | 505'974 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 120'000 | 120'000 | 120'046 | 120'046 | 502'301 CHF | 503'502 CHF | 99.30% | 99.30% |
18.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 525'367 CHF | 526'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 114'000 | 114'000 | 113'392 | 113'392 | 531'478 CHF | 532'612 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 114'000 | 114'000 | 111'224 | 111'224 | 537'410 CHF | 538'522 CHF | 99.39% | 99.39% |
13.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 120'000 | 120'000 | 119'033 | 119'033 | 506'232 CHF | 507'423 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 120'000 | 120'000 | 116'720 | 116'720 | 515'722 CHF | 516'890 CHF | 99.28% | 99.28% |
11.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 526'372 CHF | 527'507 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 116'000 | 116'000 | 115'077 | 115'077 | 523'636 CHF | 524'786 CHF | 98.89% | 98.89% |
07.11.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 112'000 | 112'000 | 113'358 | 113'358 | 526'488 CHF | 527'621 CHF | 100.00% | 100.00% |