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% | 5.28 CHF | 5.30 CHF | 44'500 | 44'500 | 44'802 | 44'802 | 243'977 CHF | 244'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.44 CHF | 5.46 CHF | 45'000 | 45'000 | 43'977 | 43'977 | 236'757 CHF | 237'637 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 5.59 CHF | 5.61 CHF | 43'300 | 43'300 | 42'516 | 42'516 | 238'015 CHF | 238'865 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 5.60 CHF | 5.62 CHF | 42'000 | 42'000 | 42'601 | 42'601 | 244'539 CHF | 245'391 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 5.73 CHF | 5.75 CHF | 43'000 | 43'000 | 42'880 | 42'880 | 241'766 CHF | 242'624 CHF | 99.91% | 99.91% |
13.11.2024 | 0.35% | 5.48 CHF | 5.50 CHF | 42'800 | 42'800 | 43'464 | 43'464 | 246'281 CHF | 247'150 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 5.59 CHF | 5.61 CHF | 43'900 | 43'900 | 43'418 | 43'418 | 243'594 CHF | 244'462 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 5.68 CHF | 5.70 CHF | 43'100 | 43'100 | 42'497 | 42'497 | 242'498 CHF | 243'348 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 5.74 CHF | 5.76 CHF | 42'100 | 42'100 | 41'075 | 41'075 | 239'396 CHF | 240'217 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 6.02 CHF | 6.04 CHF | 40'400 | 40'400 | 41'902 | 41'902 | 255'636 CHF | 256'474 CHF | 100.00% | 100.00% |