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 | 0.20% | 5.23 CHF | 5.24 CHF | 117'500 | 117'500 | 123'507 | 123'507 | 609'731 CHF | 610'965 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.81 CHF | 4.82 CHF | 124'300 | 124'300 | 130'285 | 130'285 | 639'657 CHF | 640'958 CHF | 98.77% | 98.77% |
18.11.2024 | 0.23% | 4.63 CHF | 4.64 CHF | 131'100 | 131'100 | 144'608 | 144'607 | 634'627 CHF | 636'070 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 146'400 | 146'400 | 148'368 | 148'368 | 590'088 CHF | 591'571 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 4.03 CHF | 4.04 CHF | 148'600 | 148'600 | 133'929 | 133'929 | 504'034 CHF | 505'371 CHF | 99.91% | 99.91% |
13.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 132'000 | 132'000 | 128'540 | 128'539 | 596'439 CHF | 597'724 CHF | 100.00% | 100.00% |
12.11.2024 | - | 4.37 CHF | - CHF | 128'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 4.64 CHF | - CHF | 120'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08.11.2024 | - | 6.27 CHF | - CHF | 92'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 6.53 CHF | - CHF | 91'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |