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% | 5.25 CHF | 5.26 CHF | 100'000 | 100'000 | 99'060 | 99'051 | 522'245 CHF | 523'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 100'000 | 100'000 | 99'049 | 99'046 | 515'059 CHF | 516'035 CHF | 98.70% | 98.70% |
18.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 100'000 | 100'000 | 99'069 | 99'057 | 505'559 CHF | 506'489 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 513'891 CHF | 514'891 CHF | 70.87% | 70.87% |
14.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 100'000 | 100'000 | 99'061 | 99'057 | 515'726 CHF | 516'696 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 100'000 | 100'000 | 99'060 | 99'059 | 507'266 CHF | 508'250 CHF | 99.84% | 99.84% |
12.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 509'077 CHF | 510'069 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.10 CHF | 5.11 CHF | 100'000 | 100'000 | 99'062 | 99'060 | 513'572 CHF | 514'553 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 100'000 | 100'000 | 99'067 | 99'067 | 526'198 CHF | 527'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100'000 | 100'000 | 99'063 | 99'061 | 528'859 CHF | 529'841 CHF | 100.00% | 100.00% |