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% | 4.94 CHF | 4.95 CHF | 188'000 | 188'000 | 101'967 | 101'967 | 508'026 CHF | 509'049 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 509'901 CHF | 510'928 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 185'000 | 185'000 | 102'566 | 102'566 | 507'013 CHF | 508'041 CHF | 99.90% | 99.90% |
15.11.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 188'000 | 188'000 | 103'029 | 103'029 | 508'244 CHF | 509'276 CHF | 99.90% | 99.90% |
14.11.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 188'000 | 188'000 | 103'067 | 103'067 | 506'996 CHF | 508'029 CHF | 99.39% | 99.39% |
13.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 190'000 | 190'000 | 104'290 | 104'290 | 503'997 CHF | 505'042 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 190'000 | 190'000 | 104'297 | 104'297 | 504'745 CHF | 505'790 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 190'000 | 190'000 | 103'593 | 103'593 | 504'213 CHF | 505'251 CHF | 99.65% | 99.65% |
08.11.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 190'000 | 190'000 | 103'945 | 103'945 | 510'824 CHF | 511'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 190'000 | 190'000 | 105'262 | 105'262 | 506'050 CHF | 507'104 CHF | 100.00% | 100.00% |