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% | 5.49 CHF | 5.51 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 305'892 CHF | 306'995 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 5.30 CHF | 5.32 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 300'407 CHF | 301'546 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 5.34 CHF | 5.36 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 301'932 CHF | 303'069 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 5.33 CHF | 5.35 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 301'269 CHF | 302'391 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 303'772 CHF | 304'892 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 5.47 CHF | 5.49 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 305'454 CHF | 306'568 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 5.48 CHF | 5.50 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 308'690 CHF | 309'792 CHF | 99.85% | 99.85% |
11.11.2024 | 0.35% | 5.72 CHF | 5.74 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 308'920 CHF | 310'001 CHF | 99.68% | 99.68% |
08.11.2024 | 0.36% | 5.60 CHF | 5.62 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 306'042 CHF | 307'142 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 5.58 CHF | 5.60 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 307'672 CHF | 308'773 CHF | 100.00% | 100.00% |