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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.19% | 5.53 CHF | 5.54 CHF | 186'000 | 186'000 | 59'475 | 59'475 | 327'138 CHF | 327'734 CHF | 100.00% | 100.00% |
20.11.2024 | 0.20% | 5.25 CHF | 5.26 CHF | 193'000 | 193'000 | 61'679 | 61'679 | 323'821 CHF | 324'442 CHF | 99.89% | 99.89% |
19.11.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 199'000 | 199'000 | 63'551 | 63'551 | 316'269 CHF | 316'905 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 200'000 | 200'000 | 63'764 | 63'764 | 306'381 CHF | 307'019 CHF | 99.87% | 99.87% |
15.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 210'000 | 210'000 | 65'020 | 65'020 | 313'212 CHF | 313'863 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 200'000 | 200'000 | 63'742 | 63'742 | 313'123 CHF | 313'762 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 200'000 | 200'000 | 66'055 | 66'055 | 316'404 CHF | 317'066 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 210'000 | 210'000 | 66'991 | 66'991 | 311'226 CHF | 311'896 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.58 CHF | 4.59 CHF | 210'000 | 210'000 | 67'013 | 67'013 | 304'588 CHF | 305'259 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 311'544 CHF | 312'242 CHF | 100.00% | 100.00% |