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 | 0.20% | 5.04 CHF | 5.05 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 212'897 CHF | 213'317 CHF | 99.44% | 99.44% |
19.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 209'702 CHF | 210'123 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 210'371 CHF | 210'791 CHF | 99.88% | 99.88% |
15.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 210'163 CHF | 210'590 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 210'621 CHF | 211'049 CHF | 98.60% | 98.60% |
13.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 210'896 CHF | 211'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 209'584 CHF | 210'005 CHF | 99.88% | 99.88% |
11.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 212'947 CHF | 213'365 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 212'657 CHF | 213'077 CHF | 98.30% | 98.30% |
07.11.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 212'859 CHF | 213'273 CHF | 100.00% | 100.00% |