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% | 4.71 CHF | 4.72 CHF | 188'000 | 188'000 | 101'966 | 101'966 | 485'305 CHF | 486'328 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 487'142 CHF | 488'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.79 CHF | 4.80 CHF | 185'000 | 185'000 | 102'565 | 102'565 | 484'083 CHF | 485'111 CHF | 99.90% | 99.90% |
15.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 188'000 | 188'000 | 103'028 | 103'028 | 485'220 CHF | 486'253 CHF | 99.90% | 99.90% |
14.11.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 188'000 | 188'000 | 103'073 | 103'073 | 484'001 CHF | 485'034 CHF | 99.39% | 99.39% |
13.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 190'000 | 190'000 | 104'288 | 104'288 | 480'747 CHF | 481'792 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 190'000 | 190'000 | 104'298 | 104'298 | 481'649 CHF | 482'694 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 190'000 | 190'000 | 103'594 | 103'594 | 481'314 CHF | 482'352 CHF | 99.65% | 99.65% |
08.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 190'000 | 190'000 | 103'939 | 103'939 | 488'032 CHF | 489'073 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 190'000 | 190'000 | 105'261 | 105'261 | 482'927 CHF | 483'981 CHF | 100.00% | 100.00% |