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 | 0.63% | 4.87 CHF | 4.90 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 128'709 CHF | 129'519 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 4.81 CHF | 4.84 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 131'548 CHF | 132'358 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 4.84 CHF | 4.87 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 131'378 CHF | 132'188 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 4.84 CHF | 4.87 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 128'536 CHF | 129'346 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 4.59 CHF | 4.62 CHF | 27'000 | 27'000 | 26'988 | 26'988 | 127'147 CHF | 127'956 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 4.90 CHF | 4.93 CHF | 27'000 | 27'000 | 27'105 | 27'105 | 133'496 CHF | 134'309 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 4.85 CHF | 4.88 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 128'405 CHF | 129'215 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 4.51 CHF | 4.54 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 116'354 CHF | 117'134 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 4.61 CHF | 4.64 CHF | 27'000 | 27'000 | 26'363 | 26'363 | 120'158 CHF | 120'949 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 4.39 CHF | 4.42 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 112'111 CHF | 112'891 CHF | 100.00% | 100.00% |