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% | 5.10 CHF | 5.11 CHF | 188'000 | 188'000 | 101'962 | 101'962 | 525'022 CHF | 526'045 CHF | 99.89% | 99.89% |
19.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 185'000 | 185'000 | 102'504 | 102'504 | 526'960 CHF | 527'987 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 185'000 | 185'000 | 102'560 | 102'560 | 524'098 CHF | 525'126 CHF | 99.89% | 99.89% |
15.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 188'000 | 188'000 | 103'026 | 103'026 | 525'468 CHF | 526'500 CHF | 99.90% | 99.90% |
14.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 188'000 | 188'000 | 103'085 | 103'085 | 524'322 CHF | 525'354 CHF | 99.33% | 99.33% |
13.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 190'000 | 190'000 | 104'288 | 104'288 | 521'241 CHF | 522'286 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 190'000 | 190'000 | 104'303 | 104'303 | 522'121 CHF | 523'166 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 190'000 | 190'000 | 103'592 | 103'592 | 521'375 CHF | 522'413 CHF | 99.65% | 99.65% |
08.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 190'000 | 190'000 | 103'940 | 103'940 | 527'879 CHF | 528'921 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 5.02 CHF | 5.03 CHF | 190'000 | 190'000 | 105'261 | 105'261 | 523'323 CHF | 524'378 CHF | 100.00% | 100.00% |