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 | 0.41% | 5.03 CHF | 5.05 CHF | 41'200 | 41'200 | 40'717 | 40'717 | 197'306 CHF | 198'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 4.86 CHF | 4.88 CHF | 40'400 | 40'400 | 41'784 | 41'784 | 205'478 CHF | 206'313 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 4.70 CHF | 4.72 CHF | 42'700 | 42'700 | 43'726 | 43'726 | 205'311 CHF | 206'186 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 4.70 CHF | 4.72 CHF | 44'400 | 44'400 | 43'498 | 43'498 | 198'607 CHF | 199'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 4.58 CHF | 4.60 CHF | 42'900 | 42'900 | 43'020 | 43'020 | 201'066 CHF | 201'926 CHF | 99.91% | 99.91% |
13.11.2024 | 0.43% | 4.84 CHF | 4.86 CHF | 43'200 | 43'200 | 42'234 | 42'234 | 196'325 CHF | 197'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 4.74 CHF | 4.76 CHF | 41'600 | 41'600 | 42'263 | 42'263 | 199'189 CHF | 200'034 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 4.64 CHF | 4.66 CHF | 42'700 | 42'700 | 43'544 | 43'544 | 201'111 CHF | 201'982 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 4.59 CHF | 4.61 CHF | 44'100 | 44'100 | 45'668 | 45'668 | 205'831 CHF | 206'745 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 4.34 CHF | 4.36 CHF | 46'700 | 46'700 | 44'116 | 44'116 | 188'293 CHF | 189'176 CHF | 100.00% | 100.00% |