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% | 4.87 CHF | 4.88 CHF | 26'100 | 26'100 | 25'993 | 25'993 | 123'961 CHF | 124'221 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 27'400 | 27'400 | 27'297 | 27'297 | 136'538 CHF | 136'811 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 4.80 CHF | 4.81 CHF | 27'300 | 27'300 | 27'187 | 27'187 | 133'377 CHF | 133'649 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.76 CHF | 4.77 CHF | 29'300 | 29'300 | 28'793 | 28'793 | 132'289 CHF | 132'577 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 27'300 | 27'300 | 27'764 | 27'764 | 126'393 CHF | 126'670 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 28'900 | 28'900 | 28'383 | 28'383 | 130'496 CHF | 130'780 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 32'700 | 32'700 | 31'347 | 31'347 | 139'464 CHF | 139'778 CHF | 99.85% | 99.85% |
11.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 28'400 | 28'400 | 28'269 | 28'269 | 114'996 CHF | 115'278 CHF | 99.68% | 99.68% |
08.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 31'000 | 31'000 | 30'875 | 30'875 | 137'780 CHF | 138'088 CHF | 99.17% | 99.17% |
07.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 24'200 | 24'200 | 24'120 | 24'120 | 106'424 CHF | 106'665 CHF | 99.39% | 99.39% |