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 | 0.18% | 5.17 CHF | 5.18 CHF | 435'100 | 435'100 | 435'100 | 435'100 | 2'353'210 CHF | 2'357'560 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 414'200 | 414'200 | 414'200 | 414'200 | 2'111'100 CHF | 2'115'240 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 2'284'810 CHF | 2'288'910 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.65 CHF | 5.66 CHF | 401'800 | 401'800 | 401'800 | 401'800 | 2'307'810 CHF | 2'311'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 439'500 | 439'500 | 439'500 | 439'500 | 2'528'820 CHF | 2'533'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 434'200 | 434'200 | 434'200 | 434'200 | 2'281'760 CHF | 2'286'100 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.30 CHF | 5.31 CHF | 367'600 | 367'600 | 367'600 | 367'600 | 2'157'220 CHF | 2'160'900 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.45 CHF | 6.46 CHF | 397'700 | 397'700 | 397'700 | 397'700 | 2'572'360 CHF | 2'576'340 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 376'100 | 376'100 | 376'100 | 376'100 | 2'233'410 CHF | 2'237'170 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 419'700 | 419'700 | 419'700 | 419'700 | 2'592'260 CHF | 2'596'460 CHF | 99.68% | 99.68% |