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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 43'000 | 43'000 | 42'889 | 42'889 | 230'142 CHF | 230'571 CHF | 99.40% | 99.40% |
20.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 42'000 | 42'000 | 41'323 | 41'323 | 230'862 CHF | 231'275 CHF | 98.87% | 98.87% |
19.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 230'208 CHF | 230'630 CHF | 97.93% | 97.93% |
18.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 233'553 CHF | 233'958 CHF | 99.89% | 99.89% |
15.11.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 230'764 CHF | 231'155 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 229'963 CHF | 230'354 CHF | 98.60% | 98.60% |
13.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 230'793 CHF | 231'191 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.70 CHF | 5.71 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 230'888 CHF | 231'286 CHF | 99.88% | 99.88% |
11.11.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 230'711 CHF | 231'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 228'661 CHF | 229'064 CHF | 98.60% | 98.60% |