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 | 0.55% | 5.30 CHF | 5.33 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 145'898 CHF | 146'708 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 5.36 CHF | 5.39 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 143'129 CHF | 143'939 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 5.33 CHF | 5.36 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 143'315 CHF | 144'125 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 5.35 CHF | 5.38 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 146'378 CHF | 147'188 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 5.60 CHF | 5.63 CHF | 27'000 | 27'000 | 26'988 | 26'988 | 147'770 CHF | 148'580 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 5.28 CHF | 5.31 CHF | 27'000 | 27'000 | 27'105 | 27'105 | 142'590 CHF | 143'404 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 5.34 CHF | 5.37 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 146'746 CHF | 147'556 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 5.69 CHF | 5.72 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 148'765 CHF | 149'545 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 5.59 CHF | 5.62 CHF | 27'000 | 27'000 | 26'364 | 26'364 | 148'812 CHF | 149'603 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 5.82 CHF | 5.85 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 153'314 CHF | 154'094 CHF | 100.00% | 100.00% |