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 | 0.21% | 4.71 CHF | 4.72 CHF | 168'000 | 168'000 | 74'845 | 74'845 | 357'658 CHF | 358'409 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 168'000 | 168'000 | 75'413 | 75'413 | 354'705 CHF | 355'460 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 166'000 | 166'000 | 74'330 | 74'330 | 359'022 CHF | 359'767 CHF | 99.90% | 99.90% |
15.11.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 166'000 | 166'000 | 71'674 | 71'674 | 359'711 CHF | 360'433 CHF | 99.69% | 99.69% |
14.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 160'000 | 160'000 | 69'673 | 69'673 | 369'375 CHF | 370'073 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 160'000 | 160'000 | 72'224 | 72'224 | 368'095 CHF | 368'819 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 164'000 | 164'000 | 73'242 | 73'242 | 363'034 CHF | 363'768 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 164'000 | 164'000 | 72'754 | 72'754 | 363'947 CHF | 364'676 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 164'000 | 164'000 | 73'304 | 73'304 | 367'284 CHF | 368'018 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 5.07 CHF | 5.08 CHF | 164'000 | 164'000 | 73'572 | 73'572 | 367'352 CHF | 368'090 CHF | 99.33% | 99.33% |