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 | 0.37% | 5.36 CHF | 5.38 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 299'112 CHF | 300'215 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 5.18 CHF | 5.20 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 293'405 CHF | 294'544 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 5.22 CHF | 5.24 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 294'918 CHF | 296'056 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 5.21 CHF | 5.23 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 294'375 CHF | 295'497 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 5.29 CHF | 5.31 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 296'880 CHF | 298'000 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 5.35 CHF | 5.37 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 298'606 CHF | 299'719 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 5.36 CHF | 5.38 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 301'915 CHF | 303'017 CHF | 99.85% | 99.85% |
11.11.2024 | 0.36% | 5.59 CHF | 5.61 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 302'276 CHF | 303'357 CHF | 99.69% | 99.69% |
08.11.2024 | 0.37% | 5.47 CHF | 5.49 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 299'289 CHF | 300'390 CHF | 98.83% | 98.83% |
07.11.2024 | 0.37% | 5.46 CHF | 5.48 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 300'926 CHF | 302'027 CHF | 100.00% | 100.00% |