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% | 5.66 CHF | 5.68 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 315'221 CHF | 316'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.47 CHF | 5.49 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 309'828 CHF | 310'967 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 5.51 CHF | 5.53 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 311'401 CHF | 312'538 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 5.50 CHF | 5.52 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 310'604 CHF | 311'726 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 5.58 CHF | 5.60 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 313'114 CHF | 314'234 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 5.64 CHF | 5.66 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 314'774 CHF | 315'887 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 5.65 CHF | 5.67 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 317'976 CHF | 319'077 CHF | 99.87% | 99.87% |
11.11.2024 | 0.34% | 5.89 CHF | 5.91 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 318'082 CHF | 319'162 CHF | 99.73% | 99.73% |
08.11.2024 | 0.35% | 5.77 CHF | 5.79 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 315'283 CHF | 316'384 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 5.75 CHF | 5.77 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 316'940 CHF | 318'040 CHF | 100.00% | 100.00% |