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% | 4.98 CHF | 4.99 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 207'369 CHF | 207'782 CHF | 99.43% | 99.43% |
19.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 206'351 CHF | 206'773 CHF | 97.93% | 97.93% |
18.11.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 210'433 CHF | 210'838 CHF | 99.88% | 99.88% |
15.11.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 208'384 CHF | 208'774 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 207'615 CHF | 208'006 CHF | 98.50% | 98.50% |
13.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 208'083 CHF | 208'481 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 208'219 CHF | 208'617 CHF | 99.88% | 99.88% |
11.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 207'839 CHF | 208'239 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 205'665 CHF | 206'067 CHF | 98.60% | 98.60% |
07.11.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 207'787 CHF | 208'184 CHF | 100.00% | 100.00% |