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 | 0.46% | 4.36 CHF | 4.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'997 CHF | 108'497 CHF | 99.13% | 99.13% |
19.11.2024 | 0.47% | 4.23 CHF | 4.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'192 CHF | 107'692 CHF | 97.59% | 97.59% |
18.11.2024 | 0.43% | 4.59 CHF | 4.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 115'473 CHF | 115'973 CHF | 93.78% | 93.78% |
15.11.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 118'931 CHF | 119'431 CHF | 99.34% | 99.34% |
14.11.2024 | 0.42% | 4.71 CHF | 4.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 118'507 CHF | 119'007 CHF | 99.36% | 99.36% |
13.11.2024 | 0.44% | 4.60 CHF | 4.62 CHF | 25'000 | 25'000 | 22'428 | 22'428 | 102'772 CHF | 103'220 CHF | 99.02% | 99.02% |
12.11.2024 | 0.44% | 4.53 CHF | 4.55 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 58'750 CHF | 59'010 CHF | 99.10% | 99.10% |
11.11.2024 | 0.45% | 4.53 CHF | 4.55 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 58'096 CHF | 58'356 CHF | 99.28% | 99.28% |
08.11.2024 | 0.46% | 4.37 CHF | 4.39 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 55'968 CHF | 56'228 CHF | 99.30% | 99.30% |
07.11.2024 | 0.45% | 4.37 CHF | 4.39 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 57'979 CHF | 58'239 CHF | 98.92% | 98.92% |