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% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 219'796 CHF | 220'209 CHF | 99.43% | 99.43% |
19.11.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 219'022 CHF | 219'444 CHF | 97.93% | 97.93% |
18.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 222'642 CHF | 223'047 CHF | 99.88% | 99.88% |
15.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 220'176 CHF | 220'566 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 219'393 CHF | 219'783 CHF | 98.57% | 98.57% |
13.11.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 220'100 CHF | 220'498 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 220'213 CHF | 220'611 CHF | 99.88% | 99.88% |
11.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 219'903 CHF | 220'303 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 217'844 CHF | 218'247 CHF | 98.60% | 98.60% |
07.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 219'859 CHF | 220'257 CHF | 100.00% | 100.00% |