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 | 0.35% | 5.60 CHF | 5.62 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 311'906 CHF | 313'009 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 306'565 CHF | 307'704 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 5.45 CHF | 5.47 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 308'117 CHF | 309'255 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 5.44 CHF | 5.46 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 307'331 CHF | 308'453 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 309'817 CHF | 310'937 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 5.58 CHF | 5.60 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 311'462 CHF | 312'575 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 5.59 CHF | 5.61 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 314'647 CHF | 315'749 CHF | 99.85% | 99.85% |
11.11.2024 | 0.34% | 5.82 CHF | 5.84 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 314'758 CHF | 315'838 CHF | 99.69% | 99.69% |
08.11.2024 | 0.35% | 5.71 CHF | 5.73 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 312'004 CHF | 313'104 CHF | 98.83% | 98.83% |
07.11.2024 | 0.35% | 5.69 CHF | 5.71 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 313'626 CHF | 314'727 CHF | 100.00% | 100.00% |