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 | 0.80% | 4.95 CHF | 4.99 CHF | 48'000 | 48'000 | 48'276 | 48'276 | 238'942 CHF | 240'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 4.87 CHF | 4.91 CHF | 49'000 | 49'000 | 49'081 | 49'081 | 235'172 CHF | 237'135 CHF | 99.88% | 99.88% |
18.11.2024 | 0.83% | 4.80 CHF | 4.84 CHF | 49'000 | 49'000 | 49'119 | 49'119 | 235'744 CHF | 237'709 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 4.83 CHF | 4.87 CHF | 49'000 | 49'000 | 47'405 | 47'405 | 246'666 CHF | 248'562 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 5.74 CHF | 5.78 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 257'436 CHF | 259'236 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 5.73 CHF | 5.77 CHF | 45'000 | 45'000 | 45'469 | 45'469 | 256'556 CHF | 258'374 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 5.79 CHF | 5.83 CHF | 45'000 | 45'000 | 44'940 | 44'940 | 259'206 CHF | 261'003 CHF | 99.90% | 99.90% |
11.11.2024 | 0.70% | 5.67 CHF | 5.71 CHF | 45'000 | 45'000 | 45'078 | 45'078 | 257'034 CHF | 258'837 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 5.59 CHF | 5.63 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 254'620 CHF | 256'460 CHF | 98.93% | 98.93% |
07.11.2024 | 0.73% | 5.55 CHF | 5.59 CHF | 46'000 | 46'000 | 46'282 | 46'282 | 252'988 CHF | 254'839 CHF | 100.00% | 100.00% |