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 | 0.20% | 5.34 CHF | 5.35 CHF | 193'000 | 193'000 | 61'686 | 61'686 | 329'046 CHF | 329'667 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 199'000 | 199'000 | 63'553 | 63'553 | 321'693 CHF | 322'329 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 200'000 | 200'000 | 63'776 | 63'776 | 311'920 CHF | 312'559 CHF | 99.88% | 99.88% |
15.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 210'000 | 210'000 | 65'019 | 65'019 | 318'819 CHF | 319'470 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 200'000 | 200'000 | 63'745 | 63'745 | 318'601 CHF | 319'239 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 200'000 | 200'000 | 66'051 | 66'051 | 322'049 CHF | 322'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 210'000 | 210'000 | 66'994 | 66'994 | 316'994 CHF | 317'664 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 210'000 | 210'000 | 66'947 | 66'947 | 310'074 CHF | 310'744 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 317'523 CHF | 318'221 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 220'000 | 220'000 | 70'130 | 70'130 | 312'720 CHF | 313'422 CHF | 100.00% | 100.00% |