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 | 0.18% | 5.53 CHF | 5.54 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 401'501 CHF | 402'219 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 397'850 CHF | 398'587 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 398'427 CHF | 399'164 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.36 CHF | 5.37 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 399'476 CHF | 400'212 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 397'405 CHF | 398'128 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 399'090 CHF | 399'826 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 399'865 CHF | 400'582 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 405'587 CHF | 406'304 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 402'109 CHF | 402'826 CHF | 99.18% | 99.18% |
07.11.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 397'488 CHF | 398'212 CHF | 100.00% | 100.00% |