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 | 0.19% | 5.44 CHF | 5.45 CHF | 193'000 | 193'000 | 61'683 | 61'683 | 335'388 CHF | 336'010 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 199'000 | 199'000 | 63'556 | 63'556 | 328'218 CHF | 328'854 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 5.13 CHF | 5.14 CHF | 200'000 | 200'000 | 63'770 | 63'770 | 318'470 CHF | 319'109 CHF | 99.87% | 99.87% |
15.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 210'000 | 210'000 | 65'024 | 65'024 | 325'548 CHF | 326'199 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 200'000 | 200'000 | 63'771 | 63'771 | 325'317 CHF | 325'955 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 200'000 | 200'000 | 66'055 | 66'055 | 328'841 CHF | 329'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 210'000 | 210'000 | 66'995 | 66'995 | 323'849 CHF | 324'520 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.77 CHF | 4.78 CHF | 210'000 | 210'000 | 66'950 | 66'950 | 316'928 CHF | 317'599 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 220'000 | 220'000 | 69'715 | 69'715 | 324'575 CHF | 325'274 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 220'000 | 220'000 | 70'133 | 70'133 | 319'872 CHF | 320'575 CHF | 100.00% | 100.00% |