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% | 4.57 CHF | 4.58 CHF | 87'000 | 87'000 | 32'144 | 32'144 | 148'271 CHF | 148'593 CHF | 99.82% | 99.82% |
19.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 149'579 CHF | 149'908 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 87'000 | 87'000 | 32'866 | 32'866 | 148'858 CHF | 149'188 CHF | 99.85% | 99.85% |
15.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 87'000 | 87'000 | 31'815 | 31'815 | 147'632 CHF | 147'951 CHF | 99.47% | 99.47% |
14.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 84'000 | 84'000 | 30'426 | 30'426 | 150'019 CHF | 150'324 CHF | 99.94% | 99.94% |
13.11.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 84'000 | 84'000 | 30'776 | 30'776 | 154'809 CHF | 155'117 CHF | 99.84% | 99.84% |
12.11.2024 | 0.19% | 5.05 CHF | 5.06 CHF | 83'000 | 83'000 | 29'063 | 29'063 | 151'055 CHF | 151'347 CHF | 99.25% | 99.25% |
11.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 79'000 | 79'000 | 29'073 | 29'073 | 163'302 CHF | 163'593 CHF | 99.89% | 99.89% |
08.11.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 164'635 CHF | 164'918 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.85 CHF | 5.86 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 166'866 CHF | 167'152 CHF | 99.76% | 99.76% |