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 | 0.43% | 4.58 CHF | 4.60 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 255'958 CHF | 257'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 4.40 CHF | 4.42 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 248'600 CHF | 249'739 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 4.43 CHF | 4.45 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 250'278 CHF | 251'416 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 4.42 CHF | 4.44 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 250'346 CHF | 251'468 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 4.50 CHF | 4.52 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 252'951 CHF | 254'071 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 4.56 CHF | 4.58 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 254'963 CHF | 256'076 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 4.57 CHF | 4.59 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 258'811 CHF | 259'913 CHF | 99.85% | 99.85% |
11.11.2024 | 0.41% | 4.81 CHF | 4.83 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 260'128 CHF | 261'208 CHF | 99.67% | 99.67% |
08.11.2024 | 0.43% | 4.69 CHF | 4.71 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 256'288 CHF | 257'389 CHF | 98.78% | 98.78% |
07.11.2024 | 0.43% | 4.68 CHF | 4.70 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 257'983 CHF | 259'084 CHF | 100.00% | 100.00% |