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% | 4.33 CHF | 4.34 CHF | 168'000 | 168'000 | 74'844 | 74'844 | 329'088 CHF | 329'839 CHF | 99.90% | 99.90% |
19.11.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 168'000 | 168'000 | 75'412 | 75'412 | 325'960 CHF | 326'716 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 166'000 | 166'000 | 74'329 | 74'329 | 330'591 CHF | 331'336 CHF | 99.90% | 99.90% |
15.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 166'000 | 166'000 | 71'669 | 71'669 | 332'267 CHF | 332'989 CHF | 99.69% | 99.69% |
14.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 160'000 | 160'000 | 69'676 | 69'676 | 342'709 CHF | 343'408 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.82 CHF | 4.83 CHF | 160'000 | 160'000 | 72'223 | 72'223 | 340'601 CHF | 341'325 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 164'000 | 164'000 | 73'238 | 73'238 | 335'218 CHF | 335'951 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 164'000 | 164'000 | 72'758 | 72'758 | 336'400 CHF | 337'129 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 339'765 CHF | 340'499 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 164'000 | 164'000 | 73'573 | 73'573 | 339'676 CHF | 340'414 CHF | 99.33% | 99.33% |