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 | 0.45% | 4.39 CHF | 4.41 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 245'536 CHF | 246'639 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 4.21 CHF | 4.23 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 237'890 CHF | 239'029 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 4.25 CHF | 4.27 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 239'564 CHF | 240'702 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 4.23 CHF | 4.25 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 239'800 CHF | 240'922 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 4.31 CHF | 4.33 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 242'372 CHF | 243'492 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 4.37 CHF | 4.39 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 244'493 CHF | 245'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 4.39 CHF | 4.41 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 248'456 CHF | 249'557 CHF | 99.85% | 99.85% |
11.11.2024 | 0.43% | 4.63 CHF | 4.65 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 249'967 CHF | 251'048 CHF | 99.72% | 99.72% |
08.11.2024 | 0.45% | 4.50 CHF | 4.52 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 245'896 CHF | 246'996 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 4.49 CHF | 4.51 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 247'575 CHF | 248'675 CHF | 100.00% | 100.00% |