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% | 4.88 CHF | 4.89 CHF | 189'900 | 189'900 | 188'762 | 188'762 | 950'488 CHF | 952'376 CHF | 99.45% | 99.45% |
19.11.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 188'000 | 188'000 | 190'287 | 190'287 | 973'759 CHF | 975'662 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 191'800 | 191'800 | 188'868 | 188'868 | 957'872 CHF | 959'761 CHF | 98.78% | 98.78% |
15.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 187'000 | 187'000 | 190'412 | 190'412 | 975'357 CHF | 977'261 CHF | 98.67% | 98.67% |
14.11.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 192'600 | 192'600 | 183'477 | 183'477 | 918'240 CHF | 920'074 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 177'400 | 177'400 | 178'360 | 178'360 | 958'650 CHF | 960'434 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 179'000 | 179'000 | 175'936 | 175'936 | 949'281 CHF | 951'041 CHF | 99.82% | 99.82% |
11.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 173'900 | 173'900 | 163'135 | 163'135 | 915'630 CHF | 917'261 CHF | 99.74% | 99.74% |
08.11.2024 | 0.16% | 6.00 CHF | 6.01 CHF | 156'200 | 156'200 | 155'901 | 155'901 | 966'156 CHF | 967'715 CHF | 99.10% | 99.10% |
07.11.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 155'700 | 155'700 | 161'891 | 161'891 | 1'013'940 CHF | 1'015'560 CHF | 99.96% | 99.96% |