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 | 0.54% | 5.69 CHF | 5.70 CHF | 37'000 | 37'000 | 16'932 | 16'932 | 96'689 CHF | 97'088 CHF | 99.41% | 99.41% |
19.11.2024 | 0.55% | 5.71 CHF | 5.72 CHF | 37'000 | 37'000 | 16'918 | 16'918 | 96'300 CHF | 96'699 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 5.79 CHF | 5.80 CHF | 36'000 | 36'000 | 16'377 | 16'377 | 94'824 CHF | 95'208 CHF | 99.74% | 99.74% |
15.11.2024 | 0.55% | 5.73 CHF | 5.74 CHF | 37'000 | 37'000 | 16'907 | 16'907 | 95'749 CHF | 96'149 CHF | 99.60% | 99.60% |
14.11.2024 | 0.55% | 5.69 CHF | 5.70 CHF | 37'000 | 37'000 | 16'967 | 16'967 | 96'444 CHF | 96'844 CHF | 98.58% | 98.58% |
13.11.2024 | 0.55% | 5.70 CHF | 5.71 CHF | 37'000 | 37'000 | 16'944 | 16'944 | 95'620 CHF | 96'020 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 5.67 CHF | 5.68 CHF | 37'000 | 37'000 | 16'950 | 16'950 | 95'813 CHF | 96'213 CHF | 99.89% | 99.89% |
11.11.2024 | 0.56% | 5.65 CHF | 5.66 CHF | 37'000 | 37'000 | 16'934 | 16'934 | 94'858 CHF | 95'258 CHF | 99.90% | 99.90% |
08.11.2024 | 0.53% | 5.46 CHF | 5.47 CHF | 38'000 | 38'000 | 17'465 | 17'465 | 95'040 CHF | 95'410 CHF | 99.05% | 99.05% |
07.11.2024 | 0.52% | 5.37 CHF | 5.38 CHF | 39'000 | 39'000 | 17'352 | 17'352 | 94'555 CHF | 94'925 CHF | 99.90% | 99.90% |