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% | 5.39 CHF | 5.40 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 553'730 CHF | 554'753 CHF | 99.90% | 99.90% |
19.11.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 555'747 CHF | 556'774 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 185'000 | 185'000 | 102'566 | 102'566 | 553'058 CHF | 554'086 CHF | 99.89% | 99.89% |
15.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 188'000 | 188'000 | 103'028 | 103'028 | 554'582 CHF | 555'614 CHF | 99.90% | 99.90% |
14.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 188'000 | 188'000 | 103'068 | 103'068 | 553'351 CHF | 554'384 CHF | 99.39% | 99.39% |
13.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 190'000 | 190'000 | 104'291 | 104'291 | 550'523 CHF | 551'568 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 190'000 | 190'000 | 104'299 | 104'299 | 551'329 CHF | 552'374 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 190'000 | 190'000 | 103'593 | 103'593 | 550'312 CHF | 551'350 CHF | 99.65% | 99.65% |
08.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 190'000 | 190'000 | 103'939 | 103'939 | 556'649 CHF | 557'691 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 190'000 | 190'000 | 105'263 | 105'263 | 552'524 CHF | 553'579 CHF | 100.00% | 100.00% |