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% | 4.26 CHF | 4.27 CHF | 128'000 | 128'000 | 69'756 | 69'756 | 303'532 CHF | 304'231 CHF | 99.58% | 99.58% |
19.11.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 128'000 | 128'000 | 70'708 | 70'708 | 300'369 CHF | 301'077 CHF | 99.43% | 99.43% |
18.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 128'000 | 128'000 | 70'840 | 70'840 | 298'085 CHF | 298'795 CHF | 99.66% | 99.66% |
15.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 130'000 | 130'000 | 70'680 | 70'680 | 300'407 CHF | 301'116 CHF | 99.52% | 99.52% |
14.11.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 128'000 | 128'000 | 66'946 | 66'946 | 296'867 CHF | 297'560 CHF | 99.48% | 99.48% |
13.11.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 126'000 | 126'000 | 68'411 | 68'411 | 308'725 CHF | 309'411 CHF | 99.78% | 99.78% |
12.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 126'000 | 126'000 | 68'731 | 68'731 | 308'825 CHF | 309'513 CHF | 99.64% | 99.64% |
11.11.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 126'000 | 126'000 | 69'194 | 69'194 | 306'930 CHF | 307'623 CHF | 99.42% | 99.42% |
08.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 126'000 | 126'000 | 69'612 | 69'612 | 308'242 CHF | 308'941 CHF | 99.08% | 99.08% |
07.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 126'000 | 126'000 | 70'679 | 70'679 | 308'468 CHF | 309'176 CHF | 99.73% | 99.73% |