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 | 0.66% | 4.59 CHF | 4.62 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 136'171 CHF | 137'063 CHF | 99.70% | 99.70% |
19.11.2024 | 0.67% | 4.52 CHF | 4.55 CHF | 30'000 | 30'000 | 29'715 | 29'715 | 133'501 CHF | 134'393 CHF | 98.91% | 98.91% |
18.11.2024 | 0.67% | 4.54 CHF | 4.57 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 134'364 CHF | 135'257 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 4.46 CHF | 4.49 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 135'852 CHF | 136'752 CHF | 71.70% | 71.70% |
14.11.2024 | 0.66% | 4.54 CHF | 4.57 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 135'450 CHF | 136'342 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 4.56 CHF | 4.59 CHF | 30'000 | 30'000 | 29'702 | 29'702 | 136'300 CHF | 137'192 CHF | 94.54% | 94.54% |
12.11.2024 | 0.64% | 4.64 CHF | 4.67 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 141'027 CHF | 141'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 4.75 CHF | 4.78 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 141'422 CHF | 142'314 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 4.76 CHF | 4.79 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 141'058 CHF | 141'950 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 4.70 CHF | 4.73 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 138'653 CHF | 139'546 CHF | 100.00% | 100.00% |