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% | 4.02 CHF | 4.03 CHF | 122'000 | 122'000 | 119'979 | 119'979 | 492'199 CHF | 493'399 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 120'000 | 120'000 | 120'045 | 120'045 | 489'711 CHF | 490'911 CHF | 99.27% | 99.27% |
18.11.2024 | 0.22% | 4.39 CHF | 4.40 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 513'238 CHF | 514'391 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 114'000 | 114'000 | 113'392 | 113'392 | 519'503 CHF | 520'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.61 CHF | 4.62 CHF | 114'000 | 114'000 | 111'226 | 111'226 | 525'701 CHF | 526'814 CHF | 99.39% | 99.39% |
13.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 120'000 | 120'000 | 119'032 | 119'032 | 493'713 CHF | 494'903 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.11 CHF | 4.12 CHF | 120'000 | 120'000 | 116'770 | 116'770 | 503'624 CHF | 504'791 CHF | 99.25% | 99.25% |
11.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 514'442 CHF | 515'578 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 116'000 | 116'000 | 115'077 | 115'077 | 511'534 CHF | 512'685 CHF | 98.88% | 98.88% |
07.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 112'000 | 112'000 | 113'357 | 113'357 | 514'544 CHF | 515'678 CHF | 100.00% | 100.00% |