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% | 4.48 CHF | 4.49 CHF | 87'000 | 87'000 | 32'145 | 32'145 | 145'342 CHF | 145'665 CHF | 99.82% | 99.82% |
19.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 88'000 | 88'000 | 32'886 | 32'886 | 146'584 CHF | 146'913 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 87'000 | 87'000 | 32'895 | 32'895 | 145'955 CHF | 146'285 CHF | 99.90% | 99.90% |
15.11.2024 | 0.22% | 4.43 CHF | 4.44 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 144'722 CHF | 145'040 CHF | 99.47% | 99.47% |
14.11.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 84'000 | 84'000 | 30'458 | 30'458 | 147'408 CHF | 147'713 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 4.78 CHF | 4.79 CHF | 84'000 | 84'000 | 30'731 | 30'731 | 151'825 CHF | 152'133 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 4.96 CHF | 4.97 CHF | 83'000 | 83'000 | 29'155 | 29'155 | 148'959 CHF | 149'251 CHF | 99.42% | 99.42% |
11.11.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 79'000 | 79'000 | 29'071 | 29'071 | 160'784 CHF | 161'075 CHF | 99.89% | 99.89% |
08.11.2024 | 0.18% | 5.79 CHF | 5.80 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 162'225 CHF | 162'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 164'470 CHF | 164'756 CHF | 99.76% | 99.76% |