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 | 0.20% | 5.04 CHF | 5.05 CHF | 42'000 | 42'000 | 41'323 | 41'323 | 209'706 CHF | 210'119 CHF | 98.88% | 98.88% |
19.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 208'727 CHF | 209'148 CHF | 97.93% | 97.93% |
18.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 212'786 CHF | 213'192 CHF | 99.90% | 99.90% |
15.11.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 210'696 CHF | 211'087 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 5.50 CHF | 5.51 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 209'926 CHF | 210'316 CHF | 98.52% | 98.52% |
13.11.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 210'419 CHF | 210'817 CHF | 100.00% | 100.00% |
12.11.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 210'551 CHF | 210'949 CHF | 99.88% | 99.88% |
11.11.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 210'183 CHF | 210'583 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 208'006 CHF | 208'409 CHF | 98.60% | 98.60% |
07.11.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 210'127 CHF | 210'525 CHF | 100.00% | 100.00% |