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 | 0.33% | 5.84 CHF | 5.85 CHF | 23'760 | 23'760 | 15'943 | 15'943 | 93'000 CHF | 93'282 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.62 CHF | 5.63 CHF | 24'530 | 24'530 | 16'590 | 16'590 | 91'905 CHF | 92'199 CHF | 99.09% | 99.09% |
18.11.2024 | 0.36% | 5.53 CHF | 5.54 CHF | 24'860 | 24'860 | 17'007 | 17'007 | 91'202 CHF | 91'503 CHF | 99.99% | 99.99% |
15.11.2024 | 0.36% | 5.35 CHF | 5.36 CHF | 25'480 | 25'480 | 16'748 | 16'748 | 90'871 CHF | 91'177 CHF | 71.94% | 71.94% |
14.11.2024 | 0.35% | 5.51 CHF | 5.52 CHF | 24'990 | 24'990 | 16'729 | 16'729 | 91'831 CHF | 92'127 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 5.42 CHF | 5.43 CHF | 25'220 | 25'220 | 17'066 | 17'066 | 91'438 CHF | 91'740 CHF | 99.93% | 99.93% |
12.11.2024 | 0.37% | 5.23 CHF | 5.24 CHF | 25'940 | 25'940 | 17'422 | 17'422 | 90'682 CHF | 90'991 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 5.17 CHF | 5.18 CHF | 26'210 | 26'210 | 17'711 | 17'711 | 90'444 CHF | 90'758 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 5.02 CHF | 5.03 CHF | 26'880 | 26'880 | 17'942 | 17'942 | 90'574 CHF | 90'891 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 5.00 CHF | 5.01 CHF | 27'060 | 27'060 | 18'287 | 18'287 | 90'307 CHF | 90'630 CHF | 100.00% | 100.00% |