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 | 168'000 | 168'000 | 74'846 | 74'846 | 372'304 CHF | 373'055 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 168'000 | 168'000 | 75'411 | 75'411 | 369'406 CHF | 370'162 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 166'000 | 166'000 | 74'332 | 74'332 | 373'583 CHF | 374'327 CHF | 99.90% | 99.90% |
15.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 166'000 | 166'000 | 71'674 | 71'674 | 373'775 CHF | 374'498 CHF | 99.69% | 99.69% |
14.11.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 160'000 | 160'000 | 69'676 | 69'676 | 383'011 CHF | 383'709 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 160'000 | 160'000 | 72'219 | 72'219 | 382'068 CHF | 382'792 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 164'000 | 164'000 | 73'239 | 73'239 | 377'288 CHF | 378'021 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 164'000 | 164'000 | 72'756 | 72'756 | 378'037 CHF | 378'766 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 164'000 | 164'000 | 73'304 | 73'304 | 381'382 CHF | 382'117 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 164'000 | 164'000 | 73'577 | 73'577 | 381'495 CHF | 382'233 CHF | 99.33% | 99.33% |