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 | 0.18% | 5.48 CHF | 5.49 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 227'803 CHF | 228'216 CHF | 99.42% | 99.42% |
19.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 227'133 CHF | 227'554 CHF | 97.93% | 97.93% |
18.11.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 230'451 CHF | 230'856 CHF | 99.88% | 99.88% |
15.11.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 227'711 CHF | 228'102 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 226'922 CHF | 227'312 CHF | 98.61% | 98.61% |
13.11.2024 | 0.17% | 5.69 CHF | 5.70 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 227'709 CHF | 228'107 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.63 CHF | 5.64 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 227'883 CHF | 228'281 CHF | 99.90% | 99.90% |
11.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 227'622 CHF | 228'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 225'633 CHF | 226'036 CHF | 98.60% | 98.60% |
07.11.2024 | 0.17% | 5.65 CHF | 5.66 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 227'584 CHF | 227'981 CHF | 100.00% | 100.00% |