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% | 5.06 CHF | 5.07 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 368'786 CHF | 369'506 CHF | 99.43% | 99.43% |
19.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 360'231 CHF | 360'951 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 364'487 CHF | 365'207 CHF | 99.88% | 99.88% |
15.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 362'784 CHF | 363'504 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 364'818 CHF | 365'538 CHF | 98.55% | 98.55% |
13.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 72'000 | 72'000 | 71'999 | 71'999 | 362'465 CHF | 363'185 CHF | 99.86% | 99.86% |
12.11.2024 | 0.19% | 5.08 CHF | 5.09 CHF | 72'000 | 72'000 | 71'775 | 71'775 | 369'514 CHF | 370'231 CHF | 99.89% | 99.89% |
11.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 68'000 | 68'000 | 70'745 | 70'745 | 366'584 CHF | 367'292 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 72'000 | 72'000 | 71'986 | 71'986 | 367'624 CHF | 368'344 CHF | 98.30% | 98.30% |
07.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 358'781 CHF | 359'461 CHF | 100.00% | 100.00% |