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% | 5.80 CHF | 5.81 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 421'340 CHF | 422'058 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 418'191 CHF | 418'927 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 418'841 CHF | 419'578 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 419'878 CHF | 420'615 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 417'434 CHF | 418'157 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 419'423 CHF | 420'158 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 419'701 CHF | 420'418 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 425'423 CHF | 426'140 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 421'974 CHF | 422'691 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 72'000 | 72'000 | 72'442 | 72'442 | 417'632 CHF | 418'357 CHF | 100.00% | 100.00% |