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 | 0.22% | 4.49 CHF | 4.50 CHF | 122'000 | 122'000 | 119'956 | 119'956 | 549'256 CHF | 550'456 CHF | 98.24% | 98.24% |
19.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 120'000 | 120'000 | 120'013 | 120'013 | 546'575 CHF | 547'775 CHF | 95.34% | 95.34% |
18.11.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 116'000 | 116'000 | 115'260 | 115'260 | 568'208 CHF | 569'361 CHF | 98.85% | 98.85% |
15.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 114'000 | 114'000 | 113'384 | 113'384 | 573'652 CHF | 574'786 CHF | 98.15% | 98.15% |
14.11.2024 | 0.19% | 5.09 CHF | 5.10 CHF | 114'000 | 114'000 | 111'189 | 111'189 | 578'538 CHF | 579'650 CHF | 92.84% | 92.84% |
13.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 120'000 | 120'000 | 119'021 | 119'021 | 550'462 CHF | 551'652 CHF | 98.46% | 98.46% |
12.11.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 120'000 | 120'000 | 116'698 | 116'698 | 559'020 CHF | 560'186 CHF | 98.00% | 98.00% |
11.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 114'000 | 114'000 | 113'529 | 113'529 | 568'595 CHF | 569'731 CHF | 99.71% | 99.71% |
08.11.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 116'000 | 116'000 | 115'079 | 115'079 | 566'417 CHF | 567'568 CHF | 98.20% | 98.20% |
07.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 112'000 | 112'000 | 113'339 | 113'339 | 568'824 CHF | 569'957 CHF | 97.56% | 97.56% |