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 | 0.19% | 5.22 CHF | 5.23 CHF | 168'000 | 168'000 | 74'843 | 74'843 | 395'768 CHF | 396'519 CHF | 99.90% | 99.90% |
19.11.2024 | 0.20% | 5.29 CHF | 5.30 CHF | 168'000 | 168'000 | 75'426 | 75'426 | 393'029 CHF | 393'785 CHF | 100.00% | 100.00% |
18.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 166'000 | 166'000 | 74'327 | 74'327 | 396'889 CHF | 397'633 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 166'000 | 166'000 | 71'675 | 71'675 | 396'324 CHF | 397'046 CHF | 99.69% | 99.69% |
14.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 160'000 | 160'000 | 69'672 | 69'672 | 404'937 CHF | 405'635 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 160'000 | 160'000 | 72'221 | 72'221 | 404'710 CHF | 405'433 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 164'000 | 164'000 | 73'240 | 73'240 | 400'130 CHF | 400'864 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 164'000 | 164'000 | 72'755 | 72'755 | 400'678 CHF | 401'406 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 404'032 CHF | 404'766 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.57 CHF | 5.58 CHF | 164'000 | 164'000 | 73'573 | 73'573 | 404'235 CHF | 404'973 CHF | 99.33% | 99.33% |