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% | 4.55 CHF | 4.56 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 189'267 CHF | 189'680 CHF | 99.42% | 99.42% |
19.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 42'000 | 42'000 | 42'165 | 42'165 | 187'882 CHF | 188'304 CHF | 97.93% | 97.93% |
18.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 192'678 CHF | 193'083 CHF | 99.89% | 99.89% |
15.11.2024 | 0.20% | 4.79 CHF | 4.80 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 191'279 CHF | 191'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 190'608 CHF | 190'999 CHF | 98.65% | 98.65% |
13.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 40'000 | 40'000 | 39'826 | 39'826 | 190'642 CHF | 191'040 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 190'818 CHF | 191'216 CHF | 99.88% | 99.88% |
11.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 190'392 CHF | 190'791 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 188'031 CHF | 188'434 CHF | 98.60% | 98.60% |
07.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 190'334 CHF | 190'732 CHF | 100.00% | 100.00% |