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% | 5.33 CHF | 5.34 CHF | 100'000 | 100'000 | 99'061 | 99'050 | 530'195 CHF | 531'128 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 100'000 | 100'000 | 99'048 | 99'045 | 522'959 CHF | 523'935 CHF | 98.70% | 98.70% |
18.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 100'000 | 100'000 | 99'069 | 99'057 | 513'513 CHF | 514'440 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 521'925 CHF | 522'925 CHF | 70.77% | 70.77% |
14.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 100'000 | 100'000 | 99'061 | 99'057 | 523'683 CHF | 524'654 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 100'000 | 100'000 | 99'060 | 99'059 | 515'157 CHF | 516'141 CHF | 99.84% | 99.84% |
12.11.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 516'968 CHF | 517'960 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 100'000 | 100'000 | 99'062 | 99'060 | 521'443 CHF | 522'424 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 533'933 CHF | 534'924 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 536'669 CHF | 537'650 CHF | 100.00% | 100.00% |