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 | 0.18% | 5.42 CHF | 5.43 CHF | 84'000 | 84'000 | 83'654 | 83'654 | 459'879 CHF | 460'716 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 84'000 | 84'000 | 83'654 | 83'654 | 459'696 CHF | 460'532 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 84'000 | 84'000 | 83'631 | 83'631 | 469'309 CHF | 470'145 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 84'000 | 84'000 | 83'654 | 83'654 | 467'145 CHF | 467'982 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 84'000 | 84'000 | 83'652 | 83'652 | 457'850 CHF | 458'686 CHF | 99.39% | 99.39% |
13.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 84'000 | 84'000 | 83'945 | 83'945 | 452'557 CHF | 453'396 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 84'000 | 84'000 | 83'655 | 83'655 | 463'649 CHF | 464'486 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 84'000 | 84'000 | 83'654 | 83'654 | 462'544 CHF | 463'380 CHF | 99.93% | 99.93% |
08.11.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 84'000 | 84'000 | 83'653 | 83'653 | 462'339 CHF | 463'176 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 82'000 | 82'000 | 82'686 | 82'686 | 468'933 CHF | 469'760 CHF | 100.00% | 100.00% |