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% | 5.16 CHF | 5.17 CHF | 188'000 | 188'000 | 101'964 | 101'964 | 530'743 CHF | 531'766 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.25 CHF | 5.26 CHF | 185'000 | 185'000 | 102'505 | 102'505 | 532'694 CHF | 533'721 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 185'000 | 185'000 | 102'565 | 102'565 | 529'860 CHF | 530'888 CHF | 99.89% | 99.89% |
15.11.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 188'000 | 188'000 | 103'027 | 103'027 | 531'279 CHF | 532'311 CHF | 99.90% | 99.90% |
14.11.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 188'000 | 188'000 | 103'067 | 103'067 | 530'053 CHF | 531'086 CHF | 99.39% | 99.39% |
13.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 190'000 | 190'000 | 104'290 | 104'290 | 527'142 CHF | 528'187 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 190'000 | 190'000 | 104'297 | 104'297 | 527'883 CHF | 528'928 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 190'000 | 190'000 | 103'592 | 103'592 | 527'115 CHF | 528'153 CHF | 99.65% | 99.65% |
08.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 190'000 | 190'000 | 103'939 | 103'939 | 533'580 CHF | 534'622 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 190'000 | 190'000 | 105'262 | 105'262 | 529'157 CHF | 530'212 CHF | 100.00% | 100.00% |