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 | 0.45% | 4.80 CHF | 4.81 CHF | 40'200 | 40'200 | 21'887 | 21'887 | 111'551 CHF | 111'985 CHF | 99.78% | 99.78% |
19.11.2024 | 0.38% | 5.04 CHF | 5.05 CHF | 42'700 | 42'700 | 23'586 | 23'586 | 113'501 CHF | 113'880 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 4.79 CHF | 4.80 CHF | 45'400 | 45'400 | 25'163 | 25'163 | 117'298 CHF | 117'702 CHF | 99.90% | 99.90% |
15.11.2024 | 0.37% | 4.43 CHF | 4.44 CHF | 42'400 | 42'400 | 23'016 | 23'016 | 110'373 CHF | 110'742 CHF | 99.41% | 99.41% |
14.11.2024 | 0.43% | 5.04 CHF | 5.05 CHF | 38'800 | 38'800 | 20'263 | 20'263 | 109'448 CHF | 109'858 CHF | 99.66% | 99.66% |
13.11.2024 | 0.40% | 5.57 CHF | 5.58 CHF | 35'800 | 35'800 | 19'411 | 19'411 | 111'628 CHF | 112'013 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 5.66 CHF | 5.67 CHF | 36'800 | 36'800 | 20'017 | 20'017 | 114'147 CHF | 114'545 CHF | 99.90% | 99.90% |
11.11.2024 | 0.43% | 5.62 CHF | 5.63 CHF | 38'400 | 38'400 | 20'969 | 20'969 | 115'879 CHF | 116'299 CHF | 99.17% | 99.17% |
08.11.2024 | 0.41% | 5.45 CHF | 5.46 CHF | 36'400 | 36'400 | 20'060 | 20'060 | 112'216 CHF | 112'613 CHF | 99.08% | 99.08% |
07.11.2024 | 0.41% | 5.53 CHF | 5.54 CHF | 39'500 | 39'500 | 22'051 | 22'051 | 118'631 CHF | 119'050 CHF | 99.69% | 99.69% |