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 | 0.20% | 4.86 CHF | 4.87 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 205'547 CHF | 205'967 CHF | 99.47% | 99.47% |
19.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 202'312 CHF | 202'733 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 203'000 CHF | 203'420 CHF | 99.89% | 99.89% |
15.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 202'614 CHF | 203'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 203'072 CHF | 203'500 CHF | 98.66% | 98.66% |
13.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 203'513 CHF | 203'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 202'182 CHF | 202'603 CHF | 99.88% | 99.88% |
11.11.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 205'623 CHF | 206'041 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 205'305 CHF | 205'725 CHF | 98.29% | 98.29% |
07.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 205'631 CHF | 206'045 CHF | 100.00% | 100.00% |