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% | 4.96 CHF | 4.97 CHF | 168'000 | 168'000 | 74'845 | 74'845 | 376'566 CHF | 377'316 CHF | 99.90% | 99.90% |
19.11.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 168'000 | 168'000 | 75'412 | 75'412 | 373'652 CHF | 374'408 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 166'000 | 166'000 | 74'331 | 74'331 | 377'791 CHF | 378'536 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 166'000 | 166'000 | 71'675 | 71'675 | 377'868 CHF | 378'590 CHF | 99.69% | 99.69% |
14.11.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 160'000 | 160'000 | 69'672 | 69'672 | 387'003 CHF | 387'701 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 160'000 | 160'000 | 72'221 | 72'221 | 386'243 CHF | 386'966 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 164'000 | 164'000 | 73'239 | 73'239 | 381'432 CHF | 382'165 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 164'000 | 164'000 | 72'754 | 72'754 | 382'158 CHF | 382'887 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 385'481 CHF | 386'215 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.32 CHF | 5.33 CHF | 164'000 | 164'000 | 73'573 | 73'573 | 385'625 CHF | 386'363 CHF | 99.33% | 99.33% |