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 | 0.22% | 4.57 CHF | 4.58 CHF | 168'000 | 168'000 | 74'842 | 74'842 | 347'057 CHF | 347'808 CHF | 99.90% | 99.90% |
19.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 168'000 | 168'000 | 75'412 | 75'412 | 344'026 CHF | 344'781 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 166'000 | 166'000 | 74'326 | 74'326 | 348'463 CHF | 349'208 CHF | 99.90% | 99.90% |
15.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 166'000 | 166'000 | 71'670 | 71'670 | 349'519 CHF | 350'241 CHF | 99.69% | 99.69% |
14.11.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 160'000 | 160'000 | 69'676 | 69'676 | 359'501 CHF | 360'199 CHF | 100.00% | 100.00% |
13.11.2024 | 0.21% | 5.06 CHF | 5.07 CHF | 160'000 | 160'000 | 72'224 | 72'224 | 357'897 CHF | 358'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 164'000 | 164'000 | 73'239 | 73'239 | 352'720 CHF | 353'454 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 164'000 | 164'000 | 72'755 | 72'755 | 353'702 CHF | 354'430 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 164'000 | 164'000 | 73'304 | 73'304 | 357'093 CHF | 357'827 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 164'000 | 164'000 | 73'573 | 73'573 | 357'065 CHF | 357'803 CHF | 99.33% | 99.33% |