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 | 0.25% | 4.02 CHF | 4.03 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 167'348 CHF | 167'762 CHF | 99.42% | 99.42% |
19.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 165'453 CHF | 165'874 CHF | 97.92% | 97.92% |
18.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 171'146 CHF | 171'551 CHF | 99.89% | 99.89% |
15.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 170'466 CHF | 170'857 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 169'840 CHF | 170'230 CHF | 98.57% | 98.57% |
13.11.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 40'000 | 40'000 | 39'826 | 39'826 | 169'450 CHF | 169'848 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.16 CHF | 4.17 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 169'663 CHF | 170'060 CHF | 99.88% | 99.88% |
11.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 169'110 CHF | 169'509 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 166'546 CHF | 166'949 CHF | 98.60% | 98.60% |
07.11.2024 | 0.23% | 4.18 CHF | 4.19 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 169'044 CHF | 169'441 CHF | 100.00% | 100.00% |