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 | 0.17% | 5.77 CHF | 5.78 CHF | 30'000 | 30'000 | 29'718 | 29'717 | 171'909 CHF | 172'200 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 30'000 | 30'000 | 29'715 | 29'713 | 169'704 CHF | 169'995 CHF | 98.69% | 98.69% |
18.11.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 30'000 | 30'000 | 29'719 | 29'717 | 166'913 CHF | 167'202 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 169'590 CHF | 169'890 CHF | 70.85% | 70.85% |
14.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 170'001 CHF | 170'298 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 167'360 CHF | 167'658 CHF | 99.72% | 99.72% |
12.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 167'888 CHF | 168'186 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 169'193 CHF | 169'491 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 172'826 CHF | 173'123 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 173'682 CHF | 173'980 CHF | 100.00% | 100.00% |