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% | 4.94 CHF | 4.95 CHF | 43'500 | 43'500 | 43'089 | 43'089 | 215'291 CHF | 215'722 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44'000 | 44'000 | 43'234 | 43'234 | 214'161 CHF | 214'594 CHF | 98.93% | 98.93% |
18.11.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 43'500 | 43'500 | 43'512 | 43'512 | 215'052 CHF | 215'488 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44'000 | 44'000 | 44'056 | 44'056 | 215'699 CHF | 216'140 CHF | 72.18% | 72.18% |
14.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 44'500 | 44'500 | 44'095 | 44'095 | 211'787 CHF | 212'228 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 44'500 | 44'500 | 44'524 | 44'524 | 210'051 CHF | 210'497 CHF | 99.57% | 99.57% |
12.11.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 45'000 | 45'000 | 44'471 | 44'471 | 209'457 CHF | 209'902 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 44'500 | 44'500 | 44'081 | 44'081 | 212'100 CHF | 212'541 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 209'231 CHF | 209'677 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 45'000 | 45'000 | 44'339 | 44'339 | 213'490 CHF | 213'934 CHF | 100.00% | 100.00% |