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 | 0.41% | 5.64 CHF | 5.65 CHF | 46'000 | 46'000 | 20'931 | 20'931 | 118'946 CHF | 119'328 CHF | 99.90% | 99.90% |
19.11.2024 | 0.40% | 5.81 CHF | 5.82 CHF | 46'000 | 46'000 | 19'412 | 19'412 | 113'028 CHF | 113'381 CHF | 99.98% | 99.98% |
18.11.2024 | 0.41% | 5.81 CHF | 5.82 CHF | 45'000 | 45'000 | 20'853 | 20'853 | 119'801 CHF | 120'182 CHF | 99.90% | 99.90% |
15.11.2024 | 0.40% | 5.80 CHF | 5.81 CHF | 45'000 | 45'000 | 18'699 | 18'699 | 108'592 CHF | 108'911 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 5.80 CHF | 5.81 CHF | 45'000 | 45'000 | 20'468 | 20'468 | 119'009 CHF | 119'384 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 5.70 CHF | 5.71 CHF | 46'000 | 46'000 | 21'052 | 21'052 | 118'503 CHF | 118'895 CHF | 98.61% | 99.78% |
12.11.2024 | 0.40% | 5.67 CHF | 5.68 CHF | 46'000 | 46'000 | 20'556 | 20'556 | 118'968 CHF | 119'343 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 5.85 CHF | 5.86 CHF | 45'000 | 45'000 | 11'412 | 11'412 | 65'252 CHF | 65'645 CHF | 99.56% | 99.56% |
08.11.2024 | 0.43% | 5.52 CHF | 5.53 CHF | 47'000 | 47'000 | 21'548 | 21'548 | 117'102 CHF | 117'491 CHF | 98.48% | 98.48% |
07.11.2024 | 0.43% | 5.43 CHF | 5.44 CHF | 48'000 | 48'000 | 21'470 | 21'470 | 116'534 CHF | 116'923 CHF | 100.00% | 100.00% |