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 | 0.40% | 4.91 CHF | 4.93 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 273'885 CHF | 274'987 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 4.72 CHF | 4.74 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 267'167 CHF | 268'307 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 4.76 CHF | 4.78 CHF | 56'000 | 56'000 | 56'882 | 56'882 | 268'801 CHF | 269'939 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 4.75 CHF | 4.77 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 268'586 CHF | 269'708 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 4.83 CHF | 4.85 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 271'170 CHF | 272'290 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 4.89 CHF | 4.91 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 273'120 CHF | 274'234 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 4.90 CHF | 4.92 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 276'721 CHF | 277'823 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 5.14 CHF | 5.16 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 277'685 CHF | 278'765 CHF | 99.68% | 99.68% |
08.11.2024 | 0.40% | 5.02 CHF | 5.04 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 274'162 CHF | 275'263 CHF | 98.78% | 98.78% |
07.11.2024 | 0.40% | 5.00 CHF | 5.02 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 275'848 CHF | 276'948 CHF | 100.00% | 100.00% |