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% | 5.20 CHF | 5.22 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 290'122 CHF | 291'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 5.02 CHF | 5.04 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 284'110 CHF | 285'249 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 5.06 CHF | 5.08 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 285'648 CHF | 286'786 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 5.04 CHF | 5.06 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 285'217 CHF | 286'339 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 5.13 CHF | 5.15 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 287'744 CHF | 288'864 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 5.18 CHF | 5.20 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 289'512 CHF | 290'625 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 5.19 CHF | 5.21 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 292'929 CHF | 294'030 CHF | 99.85% | 99.85% |
11.11.2024 | 0.37% | 5.43 CHF | 5.45 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 293'477 CHF | 294'558 CHF | 99.64% | 99.64% |
08.11.2024 | 0.38% | 5.31 CHF | 5.33 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 290'350 CHF | 291'450 CHF | 98.70% | 98.70% |
07.11.2024 | 0.38% | 5.30 CHF | 5.32 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 292'008 CHF | 293'109 CHF | 100.00% | 100.00% |