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% | 4.35 CHF | 4.36 CHF | 42'000 | 42'000 | 41'323 | 41'323 | 181'151 CHF | 181'564 CHF | 98.86% | 98.86% |
19.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 179'619 CHF | 180'041 CHF | 97.93% | 97.93% |
18.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 184'725 CHF | 185'130 CHF | 99.89% | 99.89% |
15.11.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 183'575 CHF | 183'966 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 182'929 CHF | 183'319 CHF | 98.57% | 98.57% |
13.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 182'802 CHF | 183'200 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 183'068 CHF | 183'465 CHF | 99.88% | 99.88% |
11.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 182'530 CHF | 182'930 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 180'084 CHF | 180'487 CHF | 98.60% | 98.60% |
07.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 182'463 CHF | 182'861 CHF | 100.00% | 100.00% |