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% | 5.34 CHF | 5.35 CHF | 188'000 | 188'000 | 101'965 | 101'965 | 548'954 CHF | 549'977 CHF | 99.90% | 99.90% |
19.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 185'000 | 185'000 | 102'503 | 102'503 | 550'920 CHF | 551'947 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 185'000 | 185'000 | 102'564 | 102'564 | 548'174 CHF | 549'202 CHF | 99.89% | 99.89% |
15.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 188'000 | 188'000 | 103'024 | 103'024 | 549'694 CHF | 550'727 CHF | 99.90% | 99.90% |
14.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 188'000 | 188'000 | 103'132 | 103'132 | 548'839 CHF | 549'872 CHF | 99.18% | 99.18% |
13.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 190'000 | 190'000 | 104'289 | 104'289 | 545'636 CHF | 546'680 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 190'000 | 190'000 | 104'626 | 104'626 | 548'106 CHF | 549'154 CHF | 98.87% | 98.87% |
11.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 190'000 | 190'000 | 103'591 | 103'591 | 545'391 CHF | 546'429 CHF | 99.65% | 99.65% |
08.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 190'000 | 190'000 | 103'247 | 103'247 | 548'142 CHF | 549'176 CHF | 96.68% | 96.68% |
07.11.2024 | 0.20% | 5.25 CHF | 5.26 CHF | 190'000 | 190'000 | 105'261 | 105'261 | 547'624 CHF | 548'679 CHF | 100.00% | 100.00% |