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 | 0.52% | 5.82 CHF | 5.85 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 154'456 CHF | 155'266 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 5.77 CHF | 5.80 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 157'299 CHF | 158'109 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 5.80 CHF | 5.83 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 157'135 CHF | 157'945 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 5.79 CHF | 5.82 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 154'301 CHF | 155'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 5.54 CHF | 5.57 CHF | 27'000 | 27'000 | 26'988 | 26'988 | 152'891 CHF | 153'701 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 5.86 CHF | 5.89 CHF | 27'000 | 27'000 | 27'105 | 27'105 | 159'382 CHF | 160'195 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 5.80 CHF | 5.83 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 154'176 CHF | 154'986 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 5.47 CHF | 5.50 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 141'170 CHF | 141'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 5.57 CHF | 5.60 CHF | 27'000 | 27'000 | 26'364 | 26'364 | 145'341 CHF | 146'132 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 5.34 CHF | 5.37 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 136'936 CHF | 137'716 CHF | 100.00% | 100.00% |