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% | 5.31 CHF | 5.32 CHF | 37'900 | 37'900 | 37'611 | 37'611 | 200'895 CHF | 201'271 CHF | 100.00% | 100.00% |
19.11.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 37'300 | 37'300 | 37'608 | 37'608 | 198'843 CHF | 199'219 CHF | 99.85% | 99.85% |
18.11.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 36'600 | 36'600 | 36'791 | 36'791 | 196'006 CHF | 196'374 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 35'400 | 35'400 | 35'397 | 35'397 | 194'996 CHF | 195'350 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.78 CHF | 5.79 CHF | 35'900 | 35'900 | 35'983 | 35'983 | 203'454 CHF | 203'814 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 35'800 | 35'800 | 35'739 | 35'739 | 198'404 CHF | 198'762 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 34'500 | 34'500 | 34'500 | 34'500 | 198'352 CHF | 198'697 CHF | 99.88% | 99.88% |
11.11.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 34'800 | 34'800 | 34'484 | 34'484 | 203'324 CHF | 203'669 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 34'600 | 34'600 | 34'430 | 34'430 | 202'262 CHF | 202'606 CHF | 98.90% | 98.90% |
07.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 33'800 | 33'800 | 33'418 | 33'418 | 199'728 CHF | 200'062 CHF | 100.00% | 100.00% |