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% | 5.18 CHF | 5.19 CHF | 148'000 | 148'000 | 147'390 | 147'390 | 768'886 CHF | 770'359 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 148'000 | 148'000 | 148'029 | 148'029 | 764'532 CHF | 766'012 CHF | 99.86% | 99.86% |
18.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 148'000 | 148'000 | 147'975 | 147'975 | 763'969 CHF | 765'449 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 148'000 | 148'000 | 147'390 | 147'390 | 764'744 CHF | 766'218 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 148'000 | 148'000 | 147'389 | 147'389 | 769'959 CHF | 771'433 CHF | 99.72% | 99.72% |
13.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 152'000 | 152'000 | 151'464 | 151'464 | 759'571 CHF | 761'085 CHF | 99.65% | 99.65% |
12.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 152'000 | 152'000 | 150'214 | 150'214 | 768'300 CHF | 769'802 CHF | 99.98% | 99.98% |
11.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 148'000 | 148'000 | 147'390 | 147'390 | 765'261 CHF | 766'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 148'000 | 148'000 | 148'671 | 148'671 | 765'121 CHF | 766'607 CHF | 99.20% | 99.20% |
07.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 152'000 | 152'000 | 150'685 | 150'685 | 770'381 CHF | 771'888 CHF | 99.70% | 99.70% |