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 | 0.42% | 4.79 CHF | 4.81 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 85'274 CHF | 85'631 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 4.77 CHF | 4.79 CHF | 18'000 | 18'000 | 17'829 | 17'829 | 84'147 CHF | 84'504 CHF | 98.89% | 98.89% |
18.11.2024 | 0.45% | 4.55 CHF | 4.57 CHF | 18'000 | 18'000 | 18'091 | 18'091 | 81'757 CHF | 82'120 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 4.46 CHF | 4.48 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 83'391 CHF | 83'761 CHF | 72.15% | 72.15% |
14.11.2024 | 0.43% | 4.76 CHF | 4.78 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 83'884 CHF | 84'241 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 4.64 CHF | 4.66 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 83'201 CHF | 83'558 CHF | 99.27% | 99.27% |
12.11.2024 | 0.40% | 4.92 CHF | 4.94 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 87'227 CHF | 87'577 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 5.16 CHF | 5.18 CHF | 17'500 | 17'500 | 17'337 | 17'337 | 89'916 CHF | 90'263 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 88'490 CHF | 88'845 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 4.97 CHF | 4.99 CHF | 18'000 | 18'000 | 17'709 | 17'709 | 89'331 CHF | 89'686 CHF | 100.00% | 100.00% |