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 | 0.21% | 4.47 CHF | 4.48 CHF | 21'500 | 21'500 | 21'304 | 21'304 | 101'604 CHF | 101'817 CHF | 99.47% | 99.47% |
19.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 20'500 | 20'500 | 20'360 | 20'360 | 96'126 CHF | 96'330 CHF | 99.58% | 99.58% |
18.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 21'200 | 21'200 | 21'295 | 21'295 | 106'919 CHF | 107'132 CHF | 99.89% | 99.89% |
15.11.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 22'400 | 22'400 | 22'308 | 22'308 | 105'069 CHF | 105'292 CHF | 99.90% | 99.90% |
14.11.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 22'900 | 22'900 | 22'804 | 22'804 | 105'210 CHF | 105'438 CHF | 98.57% | 98.57% |
13.11.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 22'600 | 22'600 | 22'510 | 22'510 | 102'388 CHF | 102'613 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.45 CHF | 4.46 CHF | 21'100 | 21'100 | 21'012 | 21'012 | 100'479 CHF | 100'689 CHF | 98.97% | 98.97% |
11.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 21'400 | 21'400 | 21'886 | 21'886 | 108'519 CHF | 108'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 21'200 | 21'200 | 21'112 | 21'112 | 101'223 CHF | 101'434 CHF | 99.05% | 99.05% |
07.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 20'200 | 20'200 | 20'116 | 20'116 | 103'066 CHF | 103'267 CHF | 99.04% | 99.04% |