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% | 5.30 CHF | 5.32 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 295'804 CHF | 296'906 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 5.12 CHF | 5.14 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 289'834 CHF | 290'973 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 5.16 CHF | 5.18 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 291'373 CHF | 292'510 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 5.14 CHF | 5.16 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 290'911 CHF | 292'033 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 5.23 CHF | 5.25 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 293'400 CHF | 294'520 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 5.28 CHF | 5.30 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 295'227 CHF | 296'340 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 5.30 CHF | 5.32 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 298'643 CHF | 299'744 CHF | 99.86% | 99.86% |
11.11.2024 | 0.36% | 5.54 CHF | 5.56 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 299'120 CHF | 300'201 CHF | 99.66% | 99.66% |
08.11.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 295'998 CHF | 297'099 CHF | 98.75% | 98.75% |
07.11.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 297'682 CHF | 298'782 CHF | 100.00% | 100.00% |