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% | 5.36 CHF | 5.37 CHF | 193'000 | 193'000 | 61'686 | 61'686 | 330'408 CHF | 331'029 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 199'000 | 199'000 | 63'551 | 63'551 | 323'008 CHF | 323'644 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 5.05 CHF | 5.06 CHF | 200'000 | 200'000 | 63'777 | 63'777 | 313'218 CHF | 313'856 CHF | 99.88% | 99.88% |
15.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 210'000 | 210'000 | 65'017 | 65'017 | 320'137 CHF | 320'788 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 200'000 | 200'000 | 63'734 | 63'734 | 319'868 CHF | 320'506 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 200'000 | 200'000 | 66'069 | 66'069 | 323'467 CHF | 324'128 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 210'000 | 210'000 | 67'003 | 67'003 | 318'357 CHF | 319'027 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 210'000 | 210'000 | 67'008 | 67'008 | 311'636 CHF | 312'307 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 220'000 | 220'000 | 69'715 | 69'715 | 318'812 CHF | 319'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 220'000 | 220'000 | 70'130 | 70'130 | 314'023 CHF | 314'725 CHF | 100.00% | 100.00% |