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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 42'000 | 42'000 | 41'592 | 41'592 | 235'681 CHF | 236'097 CHF | 100.00% | 100.00% |
20.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 43'500 | 43'500 | 43'091 | 43'091 | 230'382 CHF | 230'814 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 44'000 | 44'000 | 43'234 | 43'234 | 229'396 CHF | 229'828 CHF | 98.92% | 98.92% |
18.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 43'500 | 43'500 | 43'515 | 43'515 | 230'297 CHF | 230'733 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 44'000 | 44'000 | 44'056 | 44'056 | 231'124 CHF | 231'565 CHF | 71.75% | 71.75% |
14.11.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 44'500 | 44'500 | 44'098 | 44'098 | 227'333 CHF | 227'774 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 44'500 | 44'500 | 44'524 | 44'524 | 225'637 CHF | 226'082 CHF | 99.57% | 99.57% |
12.11.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 45'000 | 45'000 | 44'488 | 44'488 | 225'183 CHF | 225'629 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 44'500 | 44'500 | 44'083 | 44'083 | 227'554 CHF | 227'996 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 45'000 | 45'000 | 44'578 | 44'578 | 224'833 CHF | 225'279 CHF | 100.00% | 100.00% |