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 | 0.40% | 4.90 CHF | 4.92 CHF | 16'600 | 16'600 | 16'584 | 16'584 | 82'688 CHF | 83'020 CHF | 99.44% | 99.44% |
19.11.2024 | 0.42% | 4.77 CHF | 4.79 CHF | 16'400 | 16'400 | 16'418 | 16'418 | 78'357 CHF | 78'685 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 4.85 CHF | 4.87 CHF | 16'700 | 16'700 | 16'734 | 16'734 | 80'789 CHF | 81'123 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 4.71 CHF | 4.73 CHF | 16'700 | 16'700 | 16'813 | 16'813 | 76'876 CHF | 77'212 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 4.86 CHF | 4.88 CHF | 16'300 | 16'300 | 16'524 | 16'524 | 75'838 CHF | 76'168 CHF | 98.52% | 98.52% |
13.11.2024 | 0.41% | 4.87 CHF | 4.89 CHF | 17'000 | 17'000 | 17'044 | 17'044 | 82'882 CHF | 83'223 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 4.59 CHF | 4.61 CHF | 16'200 | 16'200 | 16'099 | 16'099 | 76'633 CHF | 76'955 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 5.03 CHF | 5.05 CHF | 15'900 | 15'900 | 15'865 | 15'865 | 80'261 CHF | 80'578 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 5.00 CHF | 5.02 CHF | 15'700 | 15'700 | 15'721 | 15'721 | 78'518 CHF | 78'833 CHF | 98.30% | 98.30% |
07.11.2024 | 0.38% | 5.12 CHF | 5.14 CHF | 15'600 | 15'600 | 15'538 | 15'538 | 80'628 CHF | 80'939 CHF | 100.00% | 100.00% |