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 | 0.55% | 5.10 CHF | 5.13 CHF | 40'700 | 40'700 | 40'700 | 40'700 | 220'888 CHF | 222'109 CHF | 99.88% | 99.88% |
19.11.2024 | 0.80% | 5.13 CHF | 5.17 CHF | 35'700 | 35'700 | 35'700 | 35'700 | 179'211 CHF | 180'639 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 6.38 CHF | 6.42 CHF | 35'800 | 35'800 | 35'800 | 35'800 | 225'163 CHF | 226'595 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 6.06 CHF | 6.10 CHF | 37'400 | 37'400 | 37'400 | 37'400 | 230'108 CHF | 231'604 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 5.93 CHF | 5.96 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 234'238 CHF | 235'498 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 5.03 CHF | 5.06 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 218'327 CHF | 219'566 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 5.20 CHF | 5.24 CHF | 35'100 | 35'100 | 35'100 | 35'100 | 202'672 CHF | 204'076 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 6.27 CHF | 6.31 CHF | 38'800 | 38'800 | 38'800 | 38'800 | 237'867 CHF | 239'419 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 5.55 CHF | 5.59 CHF | 36'200 | 36'200 | 36'200 | 36'200 | 204'845 CHF | 206'293 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 6.19 CHF | 6.23 CHF | 36'200 | 36'200 | 36'200 | 36'200 | 231'497 CHF | 232'945 CHF | 99.67% | 99.67% |