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% | 5.35 CHF | 5.36 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 226'061 CHF | 226'481 CHF | 99.47% | 99.47% |
19.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 222'835 CHF | 223'256 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 223'505 CHF | 223'925 CHF | 99.89% | 99.89% |
15.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 223'491 CHF | 223'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 223'961 CHF | 224'389 CHF | 98.56% | 98.56% |
13.11.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 224'004 CHF | 224'424 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 222'714 CHF | 223'135 CHF | 99.88% | 99.88% |
11.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 226'047 CHF | 226'466 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 225'770 CHF | 226'190 CHF | 98.29% | 98.29% |
07.11.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 225'845 CHF | 226'259 CHF | 100.00% | 100.00% |