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 | 0.52% | 5.79 CHF | 5.82 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 102'970 CHF | 103'505 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 5.76 CHF | 5.79 CHF | 18'000 | 18'000 | 17'829 | 17'829 | 101'839 CHF | 102'374 CHF | 98.89% | 98.89% |
18.11.2024 | 0.55% | 5.54 CHF | 5.57 CHF | 18'000 | 18'000 | 18'092 | 18'092 | 99'673 CHF | 100'216 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 5.45 CHF | 5.48 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 101'707 CHF | 102'262 CHF | 72.10% | 72.10% |
14.11.2024 | 0.53% | 5.75 CHF | 5.78 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 101'538 CHF | 102'074 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 5.63 CHF | 5.66 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 100'854 CHF | 101'390 CHF | 99.27% | 99.27% |
12.11.2024 | 0.51% | 5.91 CHF | 5.94 CHF | 18'000 | 18'000 | 17'479 | 17'479 | 104'562 CHF | 105'087 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 6.15 CHF | 6.18 CHF | 17'500 | 17'500 | 17'337 | 17'337 | 107'079 CHF | 107'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 5.94 CHF | 5.97 CHF | 18'000 | 18'000 | 17'735 | 17'735 | 106'049 CHF | 106'582 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 5.96 CHF | 5.99 CHF | 18'000 | 18'000 | 17'709 | 17'709 | 106'863 CHF | 107'395 CHF | 100.00% | 100.00% |