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% | 4.30 CHF | 4.31 CHF | 10'400 | 10'400 | 10'216 | 10'216 | 43'534 CHF | 43'636 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 44'476 CHF | 44'579 CHF | 98.75% | 98.75% |
18.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 10'180 | 10'180 | 10'139 | 10'139 | 42'885 CHF | 42'986 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 10'240 | 10'240 | 10'203 | 10'203 | 43'071 CHF | 43'173 CHF | 72.02% | 72.02% |
14.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 10'250 | 10'250 | 10'228 | 10'228 | 43'779 CHF | 43'882 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 10'450 | 10'450 | 10'360 | 10'360 | 45'126 CHF | 45'230 CHF | 99.46% | 99.46% |
12.11.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 10'570 | 10'570 | 10'210 | 10'210 | 43'625 CHF | 43'728 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 10'010 | 10'010 | 9'860 | 9'860 | 40'279 CHF | 40'378 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 40'652 CHF | 40'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 9'640 | 9'640 | 9'661 | 9'661 | 38'566 CHF | 38'663 CHF | 100.00% | 100.00% |