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% | 4.90 CHF | 4.91 CHF | 29'000 | 29'000 | 28'726 | 28'726 | 141'867 CHF | 142'154 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 29'000 | 29'000 | 28'722 | 28'722 | 140'089 CHF | 140'377 CHF | 98.71% | 98.71% |
18.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 30'000 | 30'000 | 29'716 | 29'716 | 139'564 CHF | 139'862 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 30'000 | 30'000 | 30'032 | 30'032 | 134'711 CHF | 135'012 CHF | 71.35% | 71.35% |
14.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 30'000 | 30'000 | 30'483 | 30'483 | 131'669 CHF | 131'974 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 30'000 | 30'000 | 30'484 | 30'484 | 134'386 CHF | 134'691 CHF | 99.32% | 99.32% |
12.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 31'000 | 31'000 | 29'865 | 29'865 | 133'304 CHF | 133'602 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 138'280 CHF | 138'577 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 31'000 | 31'000 | 30'709 | 30'709 | 128'992 CHF | 129'300 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 132'438 CHF | 132'745 CHF | 100.00% | 100.00% |