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% | 4.51 CHF | 4.52 CHF | 122'000 | 122'000 | 119'979 | 119'979 | 551'666 CHF | 552'866 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 120'000 | 120'000 | 120'046 | 120'046 | 549'174 CHF | 550'374 CHF | 99.30% | 99.30% |
18.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 116'000 | 116'000 | 115'263 | 115'263 | 570'587 CHF | 571'740 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 114'000 | 114'000 | 113'392 | 113'392 | 575'998 CHF | 577'132 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 114'000 | 114'000 | 111'224 | 111'224 | 581'018 CHF | 582'130 CHF | 99.39% | 99.39% |
13.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 120'000 | 120'000 | 119'034 | 119'034 | 552'858 CHF | 554'049 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.61 CHF | 4.62 CHF | 120'000 | 120'000 | 116'720 | 116'720 | 561'392 CHF | 562'560 CHF | 99.28% | 99.28% |
11.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 114'000 | 114'000 | 113'530 | 113'530 | 570'918 CHF | 572'054 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 116'000 | 116'000 | 115'076 | 115'076 | 568'803 CHF | 569'954 CHF | 98.90% | 98.90% |
07.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 112'000 | 112'000 | 113'358 | 113'358 | 571'137 CHF | 572'271 CHF | 100.00% | 100.00% |