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 | 0.36% | 5.54 CHF | 5.56 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 308'977 CHF | 310'079 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.36 CHF | 5.38 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 303'447 CHF | 304'587 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 304'976 CHF | 306'114 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 5.38 CHF | 5.40 CHF | 57'000 | 57'000 | 56'104 | 56'104 | 304'320 CHF | 305'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 5.46 CHF | 5.48 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 306'772 CHF | 307'892 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 308'526 CHF | 309'640 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 5.53 CHF | 5.55 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 311'742 CHF | 312'844 CHF | 99.88% | 99.88% |
11.11.2024 | 0.35% | 5.77 CHF | 5.79 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 312'038 CHF | 313'118 CHF | 99.71% | 99.71% |
08.11.2024 | 0.36% | 5.65 CHF | 5.67 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 309'125 CHF | 310'226 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 310'804 CHF | 311'905 CHF | 100.00% | 100.00% |