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 | 0.20% | 5.14 CHF | 5.15 CHF | 168'000 | 168'000 | 74'843 | 74'843 | 389'716 CHF | 390'467 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.21 CHF | 5.22 CHF | 168'000 | 168'000 | 75'409 | 75'409 | 386'868 CHF | 387'624 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 166'000 | 166'000 | 74'326 | 74'326 | 390'849 CHF | 391'593 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 166'000 | 166'000 | 71'671 | 71'671 | 390'455 CHF | 391'177 CHF | 99.69% | 99.69% |
14.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 160'000 | 160'000 | 69'675 | 69'675 | 399'226 CHF | 399'924 CHF | 100.00% | 100.00% |
13.11.2024 | 0.19% | 5.63 CHF | 5.64 CHF | 160'000 | 160'000 | 72'224 | 72'224 | 398'838 CHF | 399'562 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 164'000 | 164'000 | 73'233 | 73'233 | 394'167 CHF | 394'901 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 164'000 | 164'000 | 72'759 | 72'759 | 394'817 CHF | 395'546 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 398'144 CHF | 398'879 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.49 CHF | 5.50 CHF | 164'000 | 164'000 | 73'573 | 73'573 | 398'321 CHF | 399'058 CHF | 99.33% | 99.33% |