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% | 5.35 CHF | 5.36 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 389'666 CHF | 390'386 CHF | 99.43% | 99.43% |
19.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 381'111 CHF | 381'831 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 385'367 CHF | 386'087 CHF | 99.88% | 99.88% |
15.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 383'855 CHF | 384'575 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 385'878 CHF | 386'598 CHF | 98.52% | 98.52% |
13.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 72'000 | 72'000 | 71'999 | 71'999 | 383'530 CHF | 384'250 CHF | 99.86% | 99.86% |
12.11.2024 | 0.18% | 5.37 CHF | 5.38 CHF | 72'000 | 72'000 | 71'773 | 71'773 | 390'318 CHF | 391'035 CHF | 99.88% | 99.88% |
11.11.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 68'000 | 68'000 | 70'745 | 70'745 | 387'101 CHF | 387'808 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 72'000 | 72'000 | 71'986 | 71'986 | 388'675 CHF | 389'395 CHF | 98.30% | 98.30% |
07.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 378'644 CHF | 379'324 CHF | 100.00% | 100.00% |