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 | 0.44% | 5.23 CHF | 5.24 CHF | 66'000 | 66'000 | 29'544 | 29'544 | 157'223 CHF | 157'761 CHF | 99.33% | 99.33% |
19.11.2024 | 0.44% | 5.34 CHF | 5.35 CHF | 66'000 | 66'000 | 29'713 | 29'713 | 158'402 CHF | 158'942 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 5.38 CHF | 5.39 CHF | 65'000 | 65'000 | 29'369 | 29'369 | 157'810 CHF | 158'346 CHF | 99.78% | 99.78% |
15.11.2024 | 0.43% | 5.40 CHF | 5.41 CHF | 65'000 | 65'000 | 29'387 | 29'387 | 158'157 CHF | 158'693 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 5.38 CHF | 5.39 CHF | 65'000 | 65'000 | 29'437 | 29'437 | 159'119 CHF | 159'655 CHF | 98.56% | 98.56% |
13.11.2024 | 0.42% | 5.37 CHF | 5.38 CHF | 65'000 | 65'000 | 28'988 | 28'988 | 157'970 CHF | 158'494 CHF | 98.92% | 98.92% |
12.11.2024 | 0.42% | 5.52 CHF | 5.53 CHF | 64'000 | 64'000 | 29'030 | 29'030 | 159'865 CHF | 160'392 CHF | 99.90% | 99.90% |
11.11.2024 | 0.43% | 5.54 CHF | 5.55 CHF | 64'000 | 64'000 | 29'147 | 29'147 | 160'175 CHF | 160'709 CHF | 99.90% | 99.90% |
08.11.2024 | 0.44% | 5.40 CHF | 5.41 CHF | 65'000 | 65'000 | 29'928 | 29'928 | 159'099 CHF | 159'641 CHF | 99.05% | 99.05% |
07.11.2024 | 0.44% | 5.26 CHF | 5.27 CHF | 67'000 | 67'000 | 29'947 | 29'947 | 159'013 CHF | 159'557 CHF | 100.00% | 100.00% |