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 | 0.71% | 4.67 CHF | 4.69 CHF | 60'000 | 60'000 | 27'773 | 27'773 | 130'857 CHF | 131'669 CHF | 99.67% | 99.67% |
19.11.2024 | 0.76% | 4.62 CHF | 4.64 CHF | 60'000 | 60'000 | 28'226 | 28'226 | 125'550 CHF | 126'371 CHF | 99.76% | 99.76% |
18.11.2024 | 0.77% | 4.48 CHF | 4.50 CHF | 60'000 | 60'000 | 27'100 | 27'100 | 117'788 CHF | 118'570 CHF | 99.70% | 99.70% |
15.11.2024 | 0.68% | 4.46 CHF | 4.48 CHF | 60'000 | 60'000 | 28'069 | 28'069 | 132'997 CHF | 133'815 CHF | 98.90% | 98.90% |
14.11.2024 | 0.66% | 5.13 CHF | 5.15 CHF | 50'000 | 50'000 | 23'333 | 23'333 | 119'557 CHF | 120'218 CHF | 99.93% | 99.93% |
13.11.2024 | 0.64% | 5.03 CHF | 5.05 CHF | 60'000 | 60'000 | 21'749 | 21'749 | 113'197 CHF | 113'785 CHF | 99.57% | 99.57% |
12.11.2024 | 0.74% | 5.38 CHF | 5.40 CHF | 50'000 | 50'000 | 19'517 | 19'517 | 106'649 CHF | 107'167 CHF | 95.54% | 99.28% |
11.11.2024 | 0.57% | 5.60 CHF | 5.62 CHF | 50'000 | 50'000 | 20'165 | 20'165 | 116'161 CHF | 116'708 CHF | 99.35% | 99.35% |
08.11.2024 | 0.55% | 5.83 CHF | 5.85 CHF | 50'000 | 50'000 | 20'037 | 20'037 | 120'182 CHF | 120'729 CHF | 99.39% | 99.39% |
07.11.2024 | 1.18% | 6.33 CHF | 6.35 CHF | 50'000 | 50'000 | 17'608 | 17'608 | 101'601 CHF | 102'335 CHF | 96.15% | 96.15% |