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 | 0.48% | 4.78 CHF | 4.79 CHF | 46'000 | 46'000 | 20'931 | 20'931 | 100'928 CHF | 101'310 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 4.95 CHF | 4.96 CHF | 46'000 | 46'000 | 19'409 | 19'409 | 96'348 CHF | 96'701 CHF | 99.98% | 99.98% |
18.11.2024 | 0.48% | 4.95 CHF | 4.96 CHF | 45'000 | 45'000 | 20'854 | 20'854 | 101'829 CHF | 102'210 CHF | 99.90% | 99.90% |
15.11.2024 | 0.48% | 4.94 CHF | 4.95 CHF | 45'000 | 45'000 | 18'699 | 18'699 | 92'474 CHF | 92'794 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 4.93 CHF | 4.94 CHF | 45'000 | 45'000 | 20'466 | 20'466 | 101'341 CHF | 101'716 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 4.84 CHF | 4.85 CHF | 46'000 | 46'000 | 21'069 | 21'069 | 100'540 CHF | 100'932 CHF | 98.45% | 99.63% |
12.11.2024 | 0.47% | 4.82 CHF | 4.83 CHF | 46'000 | 46'000 | 20'556 | 20'556 | 101'362 CHF | 101'737 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 5.00 CHF | 5.01 CHF | 45'000 | 45'000 | 11'411 | 11'411 | 55'499 CHF | 55'892 CHF | 99.62% | 99.62% |
08.11.2024 | 0.51% | 4.68 CHF | 4.69 CHF | 47'000 | 47'000 | 21'468 | 21'468 | 98'510 CHF | 98'899 CHF | 99.33% | 99.33% |
07.11.2024 | 0.51% | 4.59 CHF | 4.60 CHF | 48'000 | 48'000 | 21'469 | 21'469 | 98'343 CHF | 98'731 CHF | 100.00% | 100.00% |