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 | 0.22% | 4.46 CHF | 4.47 CHF | 168'000 | 168'000 | 74'844 | 74'844 | 339'275 CHF | 340'026 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 4.54 CHF | 4.55 CHF | 168'000 | 168'000 | 75'409 | 75'409 | 336'184 CHF | 336'940 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 166'000 | 166'000 | 74'328 | 74'328 | 340'712 CHF | 341'456 CHF | 99.90% | 99.90% |
15.11.2024 | 0.21% | 4.62 CHF | 4.63 CHF | 166'000 | 166'000 | 71'670 | 71'670 | 342'087 CHF | 342'809 CHF | 99.69% | 99.69% |
14.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 160'000 | 160'000 | 69'676 | 69'676 | 352'237 CHF | 352'935 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 160'000 | 160'000 | 72'223 | 72'223 | 350'408 CHF | 351'131 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 164'000 | 164'000 | 73'234 | 73'234 | 345'123 CHF | 345'857 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 164'000 | 164'000 | 72'754 | 72'754 | 346'208 CHF | 346'937 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 349'595 CHF | 350'329 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.83 CHF | 4.84 CHF | 164'000 | 164'000 | 73'572 | 73'572 | 349'546 CHF | 350'284 CHF | 99.33% | 99.33% |