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 | 0.59% | 5.26 CHF | 5.27 CHF | 37'000 | 37'000 | 16'932 | 16'932 | 89'380 CHF | 89'780 CHF | 99.42% | 99.42% |
19.11.2024 | 0.59% | 5.28 CHF | 5.29 CHF | 37'000 | 37'000 | 16'917 | 16'917 | 88'988 CHF | 89'387 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 5.36 CHF | 5.37 CHF | 36'000 | 36'000 | 16'378 | 16'378 | 87'701 CHF | 88'084 CHF | 99.74% | 99.74% |
15.11.2024 | 0.60% | 5.30 CHF | 5.31 CHF | 37'000 | 37'000 | 16'907 | 16'907 | 88'423 CHF | 88'823 CHF | 99.60% | 99.60% |
14.11.2024 | 0.59% | 5.25 CHF | 5.26 CHF | 37'000 | 37'000 | 16'975 | 16'975 | 89'104 CHF | 89'503 CHF | 98.56% | 98.56% |
13.11.2024 | 0.60% | 5.27 CHF | 5.28 CHF | 37'000 | 37'000 | 16'944 | 16'944 | 88'328 CHF | 88'727 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 5.24 CHF | 5.25 CHF | 37'000 | 37'000 | 16'950 | 16'950 | 88'530 CHF | 88'929 CHF | 99.90% | 99.90% |
11.11.2024 | 0.61% | 5.22 CHF | 5.23 CHF | 37'000 | 37'000 | 16'934 | 16'934 | 87'575 CHF | 87'975 CHF | 99.90% | 99.90% |
08.11.2024 | 0.57% | 5.03 CHF | 5.04 CHF | 38'000 | 38'000 | 17'466 | 17'466 | 87'634 CHF | 88'004 CHF | 99.05% | 99.05% |
07.11.2024 | 0.57% | 4.95 CHF | 4.96 CHF | 39'000 | 39'000 | 17'352 | 17'352 | 87'176 CHF | 87'546 CHF | 99.90% | 99.90% |