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% | 5.18 CHF | 5.19 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 215'702 CHF | 216'116 CHF | 99.43% | 99.43% |
19.11.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 214'772 CHF | 215'194 CHF | 97.93% | 97.93% |
18.11.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 218'546 CHF | 218'951 CHF | 99.88% | 99.88% |
15.11.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 216'223 CHF | 216'614 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 215'513 CHF | 215'903 CHF | 98.58% | 98.58% |
13.11.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 40'000 | 40'000 | 39'824 | 39'824 | 216'064 CHF | 216'463 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.33 CHF | 5.34 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 216'189 CHF | 216'587 CHF | 99.90% | 99.90% |
11.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 215'854 CHF | 216'254 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 213'760 CHF | 214'163 CHF | 98.60% | 98.60% |
07.11.2024 | 0.18% | 5.35 CHF | 5.36 CHF | 40'000 | 40'000 | 39'757 | 39'757 | 215'814 CHF | 216'212 CHF | 100.00% | 100.00% |