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% | 4.72 CHF | 4.73 CHF | 193'000 | 193'000 | 61'682 | 61'682 | 291'129 CHF | 291'750 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 199'000 | 199'000 | 63'552 | 63'552 | 282'685 CHF | 283'321 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.41 CHF | 4.42 CHF | 200'000 | 200'000 | 63'769 | 63'769 | 272'546 CHF | 273'185 CHF | 99.87% | 99.87% |
15.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 210'000 | 210'000 | 65'015 | 65'015 | 278'618 CHF | 279'269 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 200'000 | 200'000 | 63'771 | 63'771 | 279'374 CHF | 280'012 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 200'000 | 200'000 | 66'051 | 66'051 | 281'498 CHF | 282'160 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 210'000 | 210'000 | 66'990 | 66'990 | 275'905 CHF | 276'576 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 4.06 CHF | 4.07 CHF | 210'000 | 210'000 | 66'982 | 66'982 | 269'215 CHF | 269'886 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 275'157 CHF | 275'855 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 220'000 | 220'000 | 70'127 | 70'127 | 270'101 CHF | 270'803 CHF | 100.00% | 100.00% |