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% | 5.24 CHF | 5.25 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 218'206 CHF | 218'619 CHF | 99.42% | 99.42% |
19.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 42'000 | 42'000 | 42'165 | 42'165 | 217'298 CHF | 217'719 CHF | 97.92% | 97.92% |
18.11.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 221'039 CHF | 221'444 CHF | 99.89% | 99.89% |
15.11.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 218'674 CHF | 219'064 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 217'965 CHF | 218'356 CHF | 98.61% | 98.61% |
13.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 218'551 CHF | 218'949 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.39 CHF | 5.40 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 218'674 CHF | 219'072 CHF | 99.88% | 99.88% |
11.11.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 218'347 CHF | 218'747 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 216'251 CHF | 216'654 CHF | 98.60% | 98.60% |
07.11.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 218'298 CHF | 218'696 CHF | 100.00% | 100.00% |