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% | 4.73 CHF | 4.74 CHF | 42'000 | 42'000 | 41'323 | 41'323 | 196'895 CHF | 197'308 CHF | 98.88% | 98.88% |
19.11.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 195'668 CHF | 196'090 CHF | 97.93% | 97.93% |
18.11.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 200'197 CHF | 200'602 CHF | 99.90% | 99.90% |
15.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 198'524 CHF | 198'915 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 197'779 CHF | 198'169 CHF | 98.58% | 98.58% |
13.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 198'031 CHF | 198'429 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 198'187 CHF | 198'585 CHF | 99.88% | 99.88% |
11.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 197'743 CHF | 198'142 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 195'445 CHF | 195'847 CHF | 98.60% | 98.60% |
07.11.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 197'761 CHF | 198'159 CHF | 100.00% | 100.00% |