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 | 0.35% | 5.66 CHF | 5.68 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 315'511 CHF | 316'613 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.48 CHF | 5.50 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 310'476 CHF | 311'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 311'999 CHF | 313'137 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 5.51 CHF | 5.53 CHF | 57'000 | 57'000 | 56'104 | 56'104 | 311'126 CHF | 312'248 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 5.59 CHF | 5.61 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 313'574 CHF | 314'694 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 315'158 CHF | 316'271 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 5.65 CHF | 5.67 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 318'215 CHF | 319'317 CHF | 99.85% | 99.85% |
11.11.2024 | 0.34% | 5.89 CHF | 5.91 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 318'224 CHF | 319'304 CHF | 99.65% | 99.65% |
08.11.2024 | 0.35% | 5.77 CHF | 5.79 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 315'642 CHF | 316'743 CHF | 98.72% | 98.72% |
07.11.2024 | 0.35% | 5.76 CHF | 5.78 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 317'234 CHF | 318'334 CHF | 100.00% | 100.00% |