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 | 122'000 | 122'000 | 119'979 | 119'979 | 526'739 CHF | 527'939 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 120'000 | 120'000 | 120'046 | 120'046 | 524'244 CHF | 525'444 CHF | 99.34% | 99.34% |
18.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 116'000 | 116'000 | 115'262 | 115'262 | 546'593 CHF | 547'746 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 114'000 | 114'000 | 113'392 | 113'392 | 552'339 CHF | 553'473 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 114'000 | 114'000 | 111'222 | 111'222 | 557'852 CHF | 558'964 CHF | 99.39% | 99.39% |
13.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 120'000 | 120'000 | 119'033 | 119'033 | 528'102 CHF | 529'292 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 120'000 | 120'000 | 116'771 | 116'771 | 537'308 CHF | 538'475 CHF | 99.31% | 99.31% |
11.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 547'252 CHF | 548'387 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 116'000 | 116'000 | 115'077 | 115'077 | 544'780 CHF | 545'930 CHF | 98.96% | 98.96% |
07.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 112'000 | 112'000 | 113'357 | 113'357 | 547'429 CHF | 548'562 CHF | 100.00% | 100.00% |