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 | 0.19% | 5.54 CHF | 5.55 CHF | 193'000 | 193'000 | 61'682 | 61'682 | 341'730 CHF | 342'351 CHF | 99.90% | 99.90% |
19.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 199'000 | 199'000 | 63'553 | 63'553 | 334'724 CHF | 335'360 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 5.23 CHF | 5.24 CHF | 200'000 | 200'000 | 63'768 | 63'768 | 325'040 CHF | 325'678 CHF | 99.87% | 99.87% |
15.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 210'000 | 210'000 | 65'015 | 65'015 | 332'240 CHF | 332'891 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 200'000 | 200'000 | 63'734 | 63'734 | 331'714 CHF | 332'352 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 200'000 | 200'000 | 66'064 | 66'064 | 335'679 CHF | 336'341 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 210'000 | 210'000 | 67'001 | 67'001 | 330'769 CHF | 331'439 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 210'000 | 210'000 | 67'015 | 67'015 | 324'065 CHF | 324'736 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 220'000 | 220'000 | 69'716 | 69'716 | 331'637 CHF | 332'335 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 220'000 | 220'000 | 70'128 | 70'128 | 326'935 CHF | 327'637 CHF | 100.00% | 100.00% |