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% | 5.58 CHF | 5.59 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 232'144 CHF | 232'557 CHF | 99.42% | 99.42% |
19.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 231'531 CHF | 231'952 CHF | 97.93% | 97.93% |
18.11.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 234'703 CHF | 235'108 CHF | 99.88% | 99.88% |
15.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 231'830 CHF | 232'221 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 231'098 CHF | 231'488 CHF | 98.57% | 98.57% |
13.11.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 231'962 CHF | 232'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 232'055 CHF | 232'453 CHF | 99.89% | 99.89% |
11.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 231'820 CHF | 232'220 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 229'874 CHF | 230'276 CHF | 98.60% | 98.60% |
07.11.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 231'778 CHF | 232'176 CHF | 100.00% | 100.00% |