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 | 0.17% | 5.70 CHF | 5.71 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 413'832 CHF | 414'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 410'506 CHF | 411'243 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 411'110 CHF | 411'847 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 74'000 | 74'000 | 73'654 | 73'654 | 412'134 CHF | 412'871 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 409'838 CHF | 410'561 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 411'718 CHF | 412'454 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 412'214 CHF | 412'931 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 417'919 CHF | 418'636 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 414'474 CHF | 415'191 CHF | 99.18% | 99.18% |
07.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 410'018 CHF | 410'742 CHF | 100.00% | 100.00% |