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 | 0.41% | 4.80 CHF | 4.82 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 267'816 CHF | 268'918 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 4.61 CHF | 4.63 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 260'901 CHF | 262'041 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 4.65 CHF | 4.67 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 262'543 CHF | 263'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 4.64 CHF | 4.66 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 262'476 CHF | 263'598 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 4.72 CHF | 4.74 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 265'010 CHF | 266'130 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 266'997 CHF | 268'111 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 4.79 CHF | 4.81 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 270'713 CHF | 271'815 CHF | 99.87% | 99.87% |
11.11.2024 | 0.40% | 5.03 CHF | 5.05 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 271'743 CHF | 272'823 CHF | 99.69% | 99.69% |
08.11.2024 | 0.41% | 4.91 CHF | 4.93 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 268'109 CHF | 269'209 CHF | 98.81% | 98.81% |
07.11.2024 | 0.41% | 4.89 CHF | 4.91 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 269'795 CHF | 270'896 CHF | 100.00% | 100.00% |