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 | 0.19% | 5.01 CHF | 5.02 CHF | 168'700 | 168'700 | 168'700 | 168'700 | 887'235 CHF | 888'922 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 160'600 | 160'600 | 160'600 | 160'600 | 797'889 CHF | 799'495 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 161'600 | 161'600 | 161'600 | 161'600 | 871'213 CHF | 872'829 CHF | 98.96% | 98.96% |
15.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 154'900 | 154'900 | 154'900 | 154'900 | 872'529 CHF | 874'078 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 168'900 | 168'900 | 168'900 | 168'900 | 944'005 CHF | 945'694 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 167'100 | 167'100 | 167'100 | 167'100 | 865'414 CHF | 867'085 CHF | 99.46% | 99.46% |
12.11.2024 | 0.17% | 5.22 CHF | 5.23 CHF | 134'600 | 134'600 | 134'600 | 134'600 | 799'468 CHF | 800'814 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 145'600 | 145'600 | 145'571 | 145'571 | 976'856 CHF | 978'312 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 133'400 | 133'400 | 133'400 | 133'400 | 845'433 CHF | 846'767 CHF | 99.87% | 99.87% |
07.11.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 140'300 | 140'300 | 140'300 | 140'300 | 939'516 CHF | 940'918 CHF | 99.67% | 99.67% |