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 | 0.38% | 5.12 CHF | 5.14 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 285'765 CHF | 286'867 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 4.94 CHF | 4.96 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 279'473 CHF | 280'612 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 4.98 CHF | 5.00 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 281'037 CHF | 282'175 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 4.96 CHF | 4.98 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 280'695 CHF | 281'817 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 5.04 CHF | 5.06 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 283'252 CHF | 284'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 5.10 CHF | 5.12 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 285'088 CHF | 286'202 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 5.11 CHF | 5.13 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 288'608 CHF | 289'709 CHF | 99.85% | 99.85% |
11.11.2024 | 0.37% | 5.35 CHF | 5.37 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 289'297 CHF | 290'378 CHF | 99.67% | 99.67% |
08.11.2024 | 0.38% | 5.23 CHF | 5.25 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 286'002 CHF | 287'103 CHF | 98.77% | 98.77% |
07.11.2024 | 0.38% | 5.22 CHF | 5.24 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 287'695 CHF | 288'795 CHF | 100.00% | 100.00% |