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% | 4.91 CHF | 4.92 CHF | 75'000 | 75'000 | 74'373 | 74'373 | 366'190 CHF | 366'935 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 76'000 | 76'000 | 75'235 | 75'235 | 365'074 CHF | 365'828 CHF | 98.70% | 98.70% |
18.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 76'000 | 76'000 | 76'888 | 76'888 | 365'506 CHF | 366'275 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 77'000 | 77'000 | 77'478 | 77'478 | 371'097 CHF | 371'872 CHF | 70.92% | 70.92% |
14.11.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 76'000 | 76'000 | 75'580 | 75'580 | 367'060 CHF | 367'816 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 77'000 | 77'000 | 76'528 | 76'528 | 365'291 CHF | 366'057 CHF | 99.69% | 99.69% |
12.11.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 78'000 | 78'000 | 76'345 | 76'345 | 365'853 CHF | 366'617 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 78'000 | 78'000 | 75'881 | 75'881 | 367'121 CHF | 367'880 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 76'000 | 76'000 | 74'452 | 74'452 | 369'892 CHF | 370'637 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 74'000 | 74'000 | 74'412 | 74'412 | 371'645 CHF | 372'390 CHF | 100.00% | 100.00% |