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% | 5.62 CHF | 5.63 CHF | 66'000 | 66'000 | 29'547 | 29'547 | 168'702 CHF | 169'239 CHF | 99.37% | 99.37% |
19.11.2024 | 0.41% | 5.73 CHF | 5.74 CHF | 66'000 | 66'000 | 29'586 | 29'586 | 169'196 CHF | 169'736 CHF | 99.59% | 99.59% |
18.11.2024 | 0.40% | 5.77 CHF | 5.78 CHF | 65'000 | 65'000 | 29'339 | 29'339 | 169'061 CHF | 169'597 CHF | 99.73% | 99.73% |
15.11.2024 | 0.41% | 5.78 CHF | 5.79 CHF | 65'000 | 65'000 | 29'302 | 29'302 | 169'107 CHF | 169'643 CHF | 99.72% | 99.72% |
14.11.2024 | 0.40% | 5.77 CHF | 5.78 CHF | 65'000 | 65'000 | 29'394 | 29'394 | 170'330 CHF | 170'866 CHF | 98.41% | 98.41% |
13.11.2024 | 0.40% | 5.76 CHF | 5.77 CHF | 65'000 | 65'000 | 29'003 | 29'003 | 169'270 CHF | 169'793 CHF | 98.19% | 98.19% |
12.11.2024 | 0.39% | 5.91 CHF | 5.92 CHF | 64'000 | 64'000 | 29'073 | 29'073 | 171'312 CHF | 171'839 CHF | 98.20% | 98.20% |
11.11.2024 | 0.40% | 5.93 CHF | 5.94 CHF | 64'000 | 64'000 | 29'124 | 29'124 | 171'258 CHF | 171'791 CHF | 99.55% | 99.55% |
08.11.2024 | 0.41% | 5.78 CHF | 5.79 CHF | 65'000 | 65'000 | 29'792 | 29'792 | 169'750 CHF | 170'293 CHF | 98.52% | 98.52% |
07.11.2024 | 0.41% | 5.64 CHF | 5.65 CHF | 67'000 | 67'000 | 30'109 | 30'109 | 171'397 CHF | 171'943 CHF | 99.43% | 99.43% |