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 | 0.23% | 4.37 CHF | 4.38 CHF | 87'000 | 87'000 | 32'148 | 32'148 | 141'902 CHF | 142'224 CHF | 99.83% | 99.83% |
19.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 88'000 | 88'000 | 32'884 | 32'884 | 143'067 CHF | 143'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 87'000 | 87'000 | 32'899 | 32'899 | 142'454 CHF | 142'783 CHF | 99.91% | 99.91% |
15.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 141'295 CHF | 141'614 CHF | 99.47% | 99.47% |
14.11.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 84'000 | 84'000 | 30'458 | 30'458 | 144'139 CHF | 144'444 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 84'000 | 84'000 | 30'731 | 30'731 | 148'528 CHF | 148'836 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 83'000 | 83'000 | 29'155 | 29'155 | 145'843 CHF | 146'135 CHF | 99.42% | 99.42% |
11.11.2024 | 0.18% | 5.31 CHF | 5.32 CHF | 79'000 | 79'000 | 29'075 | 29'075 | 157'711 CHF | 158'003 CHF | 99.90% | 99.90% |
08.11.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 76'000 | 76'000 | 28'292 | 28'292 | 159'273 CHF | 159'556 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 161'463 CHF | 161'749 CHF | 99.76% | 99.76% |