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 | 0.36% | 5.42 CHF | 5.44 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 302'046 CHF | 303'148 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 5.23 CHF | 5.25 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 296'280 CHF | 297'419 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 5.27 CHF | 5.29 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 297'809 CHF | 298'946 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 5.26 CHF | 5.28 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 297'260 CHF | 298'382 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 5.34 CHF | 5.36 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 299'730 CHF | 300'850 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 301'518 CHF | 302'632 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 5.41 CHF | 5.43 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 304'863 CHF | 305'965 CHF | 99.85% | 99.85% |
11.11.2024 | 0.35% | 5.65 CHF | 5.67 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 305'232 CHF | 306'313 CHF | 99.64% | 99.64% |
08.11.2024 | 0.36% | 5.53 CHF | 5.55 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 302'228 CHF | 303'329 CHF | 98.68% | 98.68% |
07.11.2024 | 0.36% | 5.51 CHF | 5.53 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 303'840 CHF | 304'940 CHF | 100.00% | 100.00% |