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% | 5.68 CHF | 5.69 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 239'388 CHF | 239'808 CHF | 99.44% | 99.44% |
19.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 237'872 CHF | 238'292 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 233'481 CHF | 233'901 CHF | 99.88% | 99.88% |
15.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 239'078 CHF | 239'518 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 234'967 CHF | 235'407 CHF | 98.52% | 98.52% |
13.11.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 237'187 CHF | 237'627 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.36 CHF | 5.37 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 238'546 CHF | 238'986 CHF | 99.88% | 99.88% |
11.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 42'000 | 42'000 | 42'004 | 42'004 | 232'316 CHF | 232'736 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 231'789 CHF | 232'229 CHF | 98.30% | 98.30% |
07.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 234'640 CHF | 235'080 CHF | 100.00% | 100.00% |