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 | 0.48% | 4.76 CHF | 4.77 CHF | 66'000 | 66'000 | 29'544 | 29'544 | 143'241 CHF | 143'779 CHF | 99.34% | 99.34% |
19.11.2024 | 0.48% | 4.87 CHF | 4.88 CHF | 66'000 | 66'000 | 29'715 | 29'715 | 144'409 CHF | 144'949 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 4.91 CHF | 4.92 CHF | 65'000 | 65'000 | 29'370 | 29'370 | 143'928 CHF | 144'464 CHF | 99.78% | 99.78% |
15.11.2024 | 0.48% | 4.92 CHF | 4.93 CHF | 65'000 | 65'000 | 29'383 | 29'383 | 144'181 CHF | 144'717 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 4.91 CHF | 4.92 CHF | 65'000 | 65'000 | 29'424 | 29'424 | 145'108 CHF | 145'644 CHF | 98.56% | 98.56% |
13.11.2024 | 0.46% | 4.90 CHF | 4.91 CHF | 65'000 | 65'000 | 28'987 | 28'987 | 144'306 CHF | 144'829 CHF | 98.92% | 98.92% |
12.11.2024 | 0.46% | 5.05 CHF | 5.06 CHF | 64'000 | 64'000 | 29'030 | 29'030 | 146'195 CHF | 146'722 CHF | 99.90% | 99.90% |
11.11.2024 | 0.47% | 5.07 CHF | 5.08 CHF | 64'000 | 64'000 | 29'148 | 29'148 | 146'502 CHF | 147'036 CHF | 99.90% | 99.90% |
08.11.2024 | 0.48% | 4.93 CHF | 4.94 CHF | 65'000 | 65'000 | 29'927 | 29'927 | 145'182 CHF | 145'725 CHF | 99.05% | 99.05% |
07.11.2024 | 0.48% | 4.79 CHF | 4.80 CHF | 67'000 | 67'000 | 29'957 | 29'957 | 145'130 CHF | 145'674 CHF | 100.00% | 100.00% |