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% | 4.83 CHF | 4.84 CHF | 193'000 | 193'000 | 61'678 | 61'678 | 297'424 CHF | 298'046 CHF | 99.89% | 99.89% |
19.11.2024 | 0.23% | 4.61 CHF | 4.62 CHF | 199'000 | 199'000 | 63'556 | 63'556 | 289'224 CHF | 289'860 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.51 CHF | 4.52 CHF | 200'000 | 200'000 | 63'762 | 63'762 | 279'074 CHF | 279'712 CHF | 99.87% | 99.87% |
15.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 210'000 | 210'000 | 65'024 | 65'024 | 285'336 CHF | 285'987 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 200'000 | 200'000 | 63'734 | 63'734 | 285'768 CHF | 286'406 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 200'000 | 200'000 | 66'079 | 66'079 | 288'359 CHF | 289'021 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 210'000 | 210'000 | 66'993 | 66'993 | 282'761 CHF | 283'432 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 210'000 | 210'000 | 67'008 | 67'008 | 276'148 CHF | 276'819 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 220'000 | 220'000 | 69'715 | 69'715 | 282'200 CHF | 282'898 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 220'000 | 220'000 | 70'132 | 70'132 | 277'207 CHF | 277'909 CHF | 100.00% | 100.00% |