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% | 4.78 CHF | 4.79 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 199'109 CHF | 199'523 CHF | 99.42% | 99.42% |
19.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 42'000 | 42'000 | 42'167 | 42'167 | 197'857 CHF | 198'279 CHF | 97.93% | 97.93% |
18.11.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 202'321 CHF | 202'726 CHF | 99.88% | 99.88% |
15.11.2024 | 0.19% | 5.03 CHF | 5.04 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 200'542 CHF | 200'933 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 199'788 CHF | 200'179 CHF | 98.60% | 98.60% |
13.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 200'098 CHF | 200'496 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 200'248 CHF | 200'646 CHF | 99.88% | 99.88% |
11.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 199'820 CHF | 200'220 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 197'570 CHF | 197'973 CHF | 98.60% | 98.60% |
07.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 199'767 CHF | 200'164 CHF | 100.00% | 100.00% |