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% | 4.58 CHF | 4.59 CHF | 87'000 | 87'000 | 32'146 | 32'146 | 148'758 CHF | 149'080 CHF | 99.83% | 99.83% |
19.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 88'000 | 88'000 | 32'886 | 32'886 | 150'066 CHF | 150'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 87'000 | 87'000 | 32'896 | 32'896 | 149'488 CHF | 149'817 CHF | 99.91% | 99.91% |
15.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 87'000 | 87'000 | 31'816 | 31'816 | 148'111 CHF | 148'430 CHF | 99.47% | 99.47% |
14.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 84'000 | 84'000 | 30'457 | 30'457 | 150'648 CHF | 150'953 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 84'000 | 84'000 | 30'737 | 30'737 | 155'109 CHF | 155'417 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 83'000 | 83'000 | 29'149 | 29'149 | 151'984 CHF | 152'276 CHF | 99.44% | 99.44% |
11.11.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 79'000 | 79'000 | 29'071 | 29'071 | 163'857 CHF | 164'148 CHF | 99.89% | 99.89% |
08.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 165'177 CHF | 165'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.87 CHF | 5.88 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 167'424 CHF | 167'710 CHF | 99.76% | 99.76% |