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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.11.2024 | 0.30% | 5.08 CHF | 5.09 CHF | 50'400 | 50'400 | 27'739 | 27'739 | 141'115 CHF | 141'500 CHF | 99.90% | 99.90% |
26.11.2024 | 0.31% | 5.07 CHF | 5.08 CHF | 51'500 | 51'500 | 28'512 | 28'512 | 142'420 CHF | 142'815 CHF | 100.00% | 100.00% |
25.11.2024 | 0.32% | 4.96 CHF | 4.97 CHF | 54'800 | 54'800 | 30'093 | 30'093 | 146'737 CHF | 147'154 CHF | 99.90% | 99.90% |
22.11.2024 | 0.32% | 4.71 CHF | 4.72 CHF | 52'100 | 52'100 | 28'649 | 28'649 | 138'514 CHF | 138'911 CHF | 99.68% | 99.68% |
20.11.2024 | 0.28% | 5.93 CHF | 5.94 CHF | 41'000 | 41'000 | 22'316 | 22'316 | 138'776 CHF | 139'134 CHF | 99.77% | 99.77% |
19.11.2024 | 0.31% | 6.16 CHF | 6.17 CHF | 42'900 | 42'900 | 23'706 | 23'706 | 140'606 CHF | 140'987 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 5.92 CHF | 5.93 CHF | 45'000 | 45'000 | 24'923 | 24'923 | 144'206 CHF | 144'607 CHF | 99.90% | 99.90% |
15.11.2024 | 0.30% | 5.55 CHF | 5.56 CHF | 42'900 | 42'900 | 23'303 | 23'303 | 137'771 CHF | 138'145 CHF | 99.40% | 99.40% |
14.11.2024 | 0.36% | 6.15 CHF | 6.16 CHF | 40'000 | 40'000 | 20'862 | 20'862 | 135'559 CHF | 135'981 CHF | 99.66% | 99.66% |
13.11.2024 | 0.34% | 6.65 CHF | 6.66 CHF | 37'500 | 37'500 | 20'367 | 20'367 | 138'868 CHF | 139'272 CHF | 100.00% | 100.00% |