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% | 5.40 CHF | 5.41 CHF | 25'650 | 25'650 | 25'253 | 25'253 | 136'036 CHF | 136'289 CHF | 99.55% | 99.55% |
19.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 25'420 | 25'420 | 25'251 | 25'251 | 135'902 CHF | 136'155 CHF | 98.47% | 98.47% |
18.11.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 25'010 | 25'010 | 24'831 | 24'831 | 132'440 CHF | 132'689 CHF | 99.49% | 99.49% |
15.11.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 24'960 | 24'960 | 24'940 | 24'940 | 132'813 CHF | 133'063 CHF | 71.02% | 71.02% |
14.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 25'190 | 25'190 | 25'163 | 25'163 | 135'604 CHF | 135'856 CHF | 99.50% | 99.50% |
13.11.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 25'850 | 25'850 | 25'260 | 25'260 | 136'644 CHF | 136'897 CHF | 99.04% | 99.04% |
12.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 25'170 | 25'170 | 24'677 | 24'677 | 131'124 CHF | 131'371 CHF | 99.53% | 99.53% |
11.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 24'750 | 24'750 | 24'641 | 24'641 | 130'989 CHF | 131'235 CHF | 99.52% | 99.52% |
08.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 25'110 | 25'110 | 24'743 | 24'743 | 132'203 CHF | 132'451 CHF | 99.51% | 99.51% |
07.11.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 24'270 | 24'270 | 24'009 | 24'009 | 125'849 CHF | 126'089 CHF | 99.55% | 99.55% |