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% | 4.87 CHF | 4.88 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 501'245 CHF | 502'268 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 185'000 | 185'000 | 102'503 | 102'503 | 503'143 CHF | 504'170 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.95 CHF | 4.96 CHF | 185'000 | 185'000 | 102'565 | 102'565 | 500'165 CHF | 501'193 CHF | 99.89% | 99.89% |
15.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 188'000 | 188'000 | 103'025 | 103'025 | 501'417 CHF | 502'449 CHF | 99.90% | 99.90% |
14.11.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 188'000 | 188'000 | 103'127 | 103'127 | 500'468 CHF | 501'501 CHF | 99.24% | 99.24% |
13.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 190'000 | 190'000 | 104'290 | 104'290 | 497'082 CHF | 498'127 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 190'000 | 190'000 | 104'348 | 104'348 | 498'155 CHF | 499'201 CHF | 99.83% | 99.83% |
11.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 190'000 | 190'000 | 103'591 | 103'591 | 497'436 CHF | 498'474 CHF | 99.65% | 99.65% |
08.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 190'000 | 190'000 | 103'118 | 103'118 | 500'038 CHF | 501'070 CHF | 97.66% | 97.66% |
07.11.2024 | 0.22% | 4.79 CHF | 4.80 CHF | 190'000 | 190'000 | 105'261 | 105'261 | 499'138 CHF | 500'193 CHF | 100.00% | 100.00% |