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% | 4.84 CHF | 4.85 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 201'299 CHF | 201'713 CHF | 99.42% | 99.42% |
19.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 200'076 CHF | 200'498 CHF | 97.93% | 97.93% |
18.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 204'512 CHF | 204'917 CHF | 99.89% | 99.89% |
15.11.2024 | 0.19% | 5.08 CHF | 5.09 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 202'698 CHF | 203'089 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 201'947 CHF | 202'337 CHF | 98.61% | 98.61% |
13.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 202'280 CHF | 202'679 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 202'438 CHF | 202'836 CHF | 99.88% | 99.88% |
11.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 202'008 CHF | 202'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 199'757 CHF | 200'160 CHF | 98.60% | 98.60% |
07.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 201'954 CHF | 202'352 CHF | 100.00% | 100.00% |