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% | 4.14 CHF | 4.15 CHF | 42'000 | 42'000 | 41'323 | 41'323 | 172'432 CHF | 172'845 CHF | 98.87% | 98.87% |
19.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 170'654 CHF | 171'076 CHF | 97.93% | 97.93% |
18.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 176'149 CHF | 176'554 CHF | 99.89% | 99.89% |
15.11.2024 | 0.22% | 4.38 CHF | 4.39 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 175'307 CHF | 175'697 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 174'661 CHF | 175'051 CHF | 98.60% | 98.60% |
13.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 40'000 | 40'000 | 39'826 | 39'826 | 174'369 CHF | 174'767 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 174'582 CHF | 174'980 CHF | 99.88% | 99.88% |
11.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 174'054 CHF | 174'454 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 171'536 CHF | 171'938 CHF | 98.60% | 98.60% |
07.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 173'991 CHF | 174'389 CHF | 100.00% | 100.00% |