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% | 4.47 CHF | 4.48 CHF | 87'000 | 87'000 | 32'143 | 32'143 | 144'952 CHF | 145'274 CHF | 99.82% | 99.82% |
19.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 88'000 | 88'000 | 32'885 | 32'885 | 146'186 CHF | 146'515 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 87'000 | 87'000 | 32'863 | 32'863 | 145'429 CHF | 145'758 CHF | 99.85% | 99.85% |
15.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 87'000 | 87'000 | 31'814 | 31'814 | 144'327 CHF | 144'646 CHF | 99.47% | 99.47% |
14.11.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 84'000 | 84'000 | 30'422 | 30'422 | 146'832 CHF | 147'136 CHF | 99.93% | 99.93% |
13.11.2024 | 0.20% | 4.77 CHF | 4.78 CHF | 84'000 | 84'000 | 30'782 | 30'782 | 151'655 CHF | 151'963 CHF | 99.84% | 99.84% |
12.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 83'000 | 83'000 | 29'063 | 29'063 | 148'055 CHF | 148'346 CHF | 99.25% | 99.25% |
11.11.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 79'000 | 79'000 | 29'070 | 29'070 | 160'316 CHF | 160'607 CHF | 99.89% | 99.89% |
08.11.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 76'000 | 76'000 | 28'288 | 28'288 | 161'750 CHF | 162'034 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 76'000 | 76'000 | 28'436 | 28'436 | 163'993 CHF | 164'279 CHF | 99.76% | 99.76% |