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% | 5.06 CHF | 5.07 CHF | 193'000 | 193'000 | 61'678 | 61'678 | 311'632 CHF | 312'253 CHF | 99.89% | 99.89% |
19.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 199'000 | 199'000 | 63'551 | 63'551 | 303'772 CHF | 304'408 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 200'000 | 200'000 | 63'762 | 63'762 | 293'766 CHF | 294'405 CHF | 99.87% | 99.87% |
15.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 210'000 | 210'000 | 65'017 | 65'017 | 300'324 CHF | 300'975 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 200'000 | 200'000 | 63'741 | 63'741 | 300'504 CHF | 301'143 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 200'000 | 200'000 | 66'079 | 66'079 | 303'513 CHF | 304'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 210'000 | 210'000 | 66'993 | 66'993 | 298'098 CHF | 298'769 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.39 CHF | 4.40 CHF | 210'000 | 210'000 | 66'982 | 66'982 | 291'327 CHF | 291'998 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 220'000 | 220'000 | 69'715 | 69'715 | 297'994 CHF | 298'692 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.23 CHF | 4.24 CHF | 220'000 | 220'000 | 70'132 | 70'132 | 293'077 CHF | 293'780 CHF | 100.00% | 100.00% |