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 | 0.20% | 5.04 CHF | 5.05 CHF | 75'000 | 75'000 | 74'381 | 74'381 | 376'483 CHF | 377'228 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 76'000 | 76'000 | 75'227 | 75'227 | 375'392 CHF | 376'145 CHF | 98.71% | 98.71% |
18.11.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 76'000 | 76'000 | 76'915 | 76'915 | 376'266 CHF | 377'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 77'000 | 77'000 | 77'479 | 77'479 | 381'802 CHF | 382'577 CHF | 70.96% | 70.96% |
14.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 76'000 | 76'000 | 75'587 | 75'587 | 377'546 CHF | 378'303 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 77'000 | 77'000 | 76'529 | 76'529 | 375'821 CHF | 376'587 CHF | 99.72% | 99.72% |
12.11.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 78'000 | 78'000 | 76'358 | 76'358 | 376'412 CHF | 377'177 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 78'000 | 78'000 | 75'847 | 75'847 | 377'335 CHF | 378'094 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 76'000 | 76'000 | 74'450 | 74'450 | 380'007 CHF | 380'753 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 74'000 | 74'000 | 74'405 | 74'405 | 381'765 CHF | 382'510 CHF | 100.00% | 100.00% |