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 | 0.20% | 5.12 CHF | 5.13 CHF | 75'000 | 75'000 | 74'364 | 74'364 | 381'808 CHF | 382'552 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 76'000 | 76'000 | 75'234 | 75'234 | 380'876 CHF | 381'629 CHF | 98.71% | 98.71% |
18.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 76'000 | 76'000 | 76'891 | 76'891 | 381'730 CHF | 382'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 77'000 | 77'000 | 77'476 | 77'476 | 387'449 CHF | 388'224 CHF | 70.82% | 70.82% |
14.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 76'000 | 76'000 | 75'600 | 75'600 | 383'121 CHF | 383'878 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 77'000 | 77'000 | 76'533 | 76'533 | 381'386 CHF | 382'152 CHF | 99.69% | 99.69% |
12.11.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 78'000 | 78'000 | 76'330 | 76'330 | 381'789 CHF | 382'553 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 78'000 | 78'000 | 75'864 | 75'864 | 382'901 CHF | 383'660 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 76'000 | 76'000 | 74'448 | 74'448 | 385'300 CHF | 386'046 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 387'300 CHF | 388'045 CHF | 100.00% | 100.00% |