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 | 0.35% | 5.59 CHF | 5.61 CHF | 19'000 | 19'000 | 18'148 | 18'148 | 102'666 CHF | 103'029 CHF | 99.44% | 99.44% |
19.11.2024 | 0.35% | 5.67 CHF | 5.69 CHF | 18'000 | 18'000 | 18'009 | 18'009 | 102'017 CHF | 102'377 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 5.64 CHF | 5.66 CHF | 18'000 | 18'000 | 18'369 | 18'369 | 103'213 CHF | 103'580 CHF | 99.88% | 99.88% |
15.11.2024 | 0.36% | 5.55 CHF | 5.57 CHF | 19'000 | 19'000 | 19'000 | 19'000 | 105'533 CHF | 105'913 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 5.62 CHF | 5.64 CHF | 18'000 | 18'000 | 18'984 | 18'984 | 105'839 CHF | 106'219 CHF | 98.59% | 98.59% |
13.11.2024 | 0.36% | 5.55 CHF | 5.57 CHF | 19'000 | 19'000 | 18'993 | 18'993 | 105'493 CHF | 105'873 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 5.67 CHF | 5.69 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 102'363 CHF | 102'723 CHF | 99.90% | 99.90% |
11.11.2024 | 0.34% | 5.80 CHF | 5.82 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 104'683 CHF | 105'043 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 5.82 CHF | 5.84 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 104'873 CHF | 105'233 CHF | 98.30% | 98.30% |
07.11.2024 | 0.34% | 5.83 CHF | 5.85 CHF | 18'000 | 18'000 | 18'000 | 18'000 | 105'611 CHF | 105'971 CHF | 100.00% | 100.00% |