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% | 4.95 CHF | 4.96 CHF | 193'000 | 193'000 | 61'690 | 61'690 | 305'173 CHF | 305'794 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 199'000 | 199'000 | 63'554 | 63'554 | 297'074 CHF | 297'710 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.64 CHF | 4.65 CHF | 200'000 | 200'000 | 63'781 | 63'781 | 287'105 CHF | 287'744 CHF | 99.88% | 99.88% |
15.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 210'000 | 210'000 | 65'018 | 65'018 | 293'452 CHF | 294'103 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 200'000 | 200'000 | 63'734 | 63'734 | 293'720 CHF | 294'358 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 200'000 | 200'000 | 66'051 | 66'051 | 296'433 CHF | 297'095 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 210'000 | 210'000 | 66'995 | 66'995 | 291'031 CHF | 291'702 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 210'000 | 210'000 | 67'018 | 67'018 | 284'459 CHF | 285'130 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 290'745 CHF | 291'443 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 220'000 | 220'000 | 70'128 | 70'128 | 285'772 CHF | 286'474 CHF | 100.00% | 100.00% |