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% | 5.39 CHF | 5.40 CHF | 168'000 | 168'000 | 74'846 | 74'846 | 408'470 CHF | 409'221 CHF | 99.90% | 99.90% |
19.11.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 168'000 | 168'000 | 75'401 | 75'401 | 405'651 CHF | 406'407 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 166'000 | 166'000 | 74'332 | 74'332 | 409'525 CHF | 410'270 CHF | 99.90% | 99.90% |
15.11.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 166'000 | 166'000 | 71'675 | 71'675 | 408'459 CHF | 409'181 CHF | 99.69% | 99.69% |
14.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 160'000 | 160'000 | 69'668 | 69'668 | 416'667 CHF | 417'365 CHF | 99.99% | 99.99% |
13.11.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 160'000 | 160'000 | 72'224 | 72'224 | 416'850 CHF | 417'573 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 164'000 | 164'000 | 73'237 | 73'237 | 412'431 CHF | 413'165 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 164'000 | 164'000 | 72'760 | 72'760 | 412'919 CHF | 413'648 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 164'000 | 164'000 | 73'305 | 73'305 | 416'199 CHF | 416'933 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 164'000 | 164'000 | 73'575 | 73'575 | 416'510 CHF | 417'248 CHF | 99.33% | 99.33% |