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% | 5.49 CHF | 5.50 CHF | 168'000 | 168'000 | 74'843 | 74'843 | 416'066 CHF | 416'816 CHF | 99.90% | 99.90% |
19.11.2024 | 0.19% | 5.56 CHF | 5.57 CHF | 168'000 | 168'000 | 75'409 | 75'409 | 413'336 CHF | 414'091 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 166'000 | 166'000 | 74'326 | 74'326 | 417'069 CHF | 417'814 CHF | 99.90% | 99.90% |
15.11.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 166'000 | 166'000 | 71'673 | 71'673 | 415'796 CHF | 416'518 CHF | 99.69% | 99.69% |
14.11.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 160'000 | 160'000 | 69'677 | 69'677 | 423'932 CHF | 424'630 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 160'000 | 160'000 | 72'225 | 72'225 | 424'249 CHF | 424'973 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 164'000 | 164'000 | 73'235 | 73'235 | 419'864 CHF | 420'598 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 164'000 | 164'000 | 72'754 | 72'754 | 420'267 CHF | 420'996 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 164'000 | 164'000 | 73'306 | 73'306 | 423'567 CHF | 424'302 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.84 CHF | 5.85 CHF | 164'000 | 164'000 | 73'572 | 73'572 | 423'882 CHF | 424'620 CHF | 99.33% | 99.33% |