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 | 0.24% | 4.22 CHF | 4.23 CHF | 168'000 | 168'000 | 74'847 | 74'847 | 321'413 CHF | 322'164 CHF | 99.90% | 99.90% |
19.11.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 168'000 | 168'000 | 75'401 | 75'401 | 318'232 CHF | 318'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 166'000 | 166'000 | 74'333 | 74'333 | 322'946 CHF | 323'690 CHF | 99.90% | 99.90% |
15.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 166'000 | 166'000 | 71'673 | 71'673 | 324'914 CHF | 325'636 CHF | 99.69% | 99.69% |
14.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 160'000 | 160'000 | 69'676 | 69'676 | 335'556 CHF | 336'254 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 160'000 | 160'000 | 72'225 | 72'225 | 333'236 CHF | 333'960 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 164'000 | 164'000 | 73'236 | 73'236 | 327'717 CHF | 328'451 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 164'000 | 164'000 | 72'753 | 72'753 | 328'959 CHF | 329'688 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 164'000 | 164'000 | 73'304 | 73'304 | 332'375 CHF | 333'109 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.60 CHF | 4.61 CHF | 164'000 | 164'000 | 73'577 | 73'577 | 332'261 CHF | 332'999 CHF | 99.33% | 99.33% |