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 | 0.19% | 5.12 CHF | 5.13 CHF | 65'000 | 65'000 | 64'673 | 64'673 | 334'225 CHF | 334'872 CHF | 99.49% | 99.49% |
19.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 65'000 | 65'000 | 64'769 | 64'769 | 331'138 CHF | 331'786 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 65'000 | 65'000 | 64'815 | 64'815 | 334'893 CHF | 335'541 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 333'320 CHF | 333'970 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 329'209 CHF | 329'859 CHF | 98.63% | 98.63% |
13.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 326'064 CHF | 326'714 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 330'258 CHF | 330'908 CHF | 99.88% | 99.88% |
11.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 60'000 | 60'000 | 60'776 | 60'776 | 316'156 CHF | 316'764 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 65'000 | 65'000 | 64'197 | 64'197 | 331'774 CHF | 332'416 CHF | 99.04% | 99.04% |
07.11.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 60'000 | 60'000 | 60'417 | 60'417 | 315'716 CHF | 316'320 CHF | 100.00% | 100.00% |