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 | 0.18% | 5.47 CHF | 5.48 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 543'680 CHF | 544'672 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 100'000 | 100'000 | 99'049 | 99'044 | 536'464 CHF | 537'434 CHF | 98.70% | 98.70% |
18.11.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 100'000 | 100'000 | 99'063 | 99'058 | 527'036 CHF | 528'006 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 535'592 CHF | 536'592 CHF | 70.80% | 70.80% |
14.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 537'253 CHF | 538'245 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 528'659 CHF | 529'650 CHF | 99.82% | 99.82% |
12.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 530'392 CHF | 531'384 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 534'878 CHF | 535'870 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 547'267 CHF | 548'258 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 550'031 CHF | 551'022 CHF | 100.00% | 100.00% |