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 | 0.37% | 5.41 CHF | 5.43 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 106'883 CHF | 107'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 5.42 CHF | 5.44 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 107'129 CHF | 107'525 CHF | 98.78% | 98.78% |
18.11.2024 | 0.39% | 5.20 CHF | 5.22 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 102'678 CHF | 103'074 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 5.15 CHF | 5.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 102'414 CHF | 102'814 CHF | 71.69% | 71.69% |
14.11.2024 | 0.41% | 5.02 CHF | 5.04 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 98'037 CHF | 98'434 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 4.89 CHF | 4.91 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 95'473 CHF | 95'870 CHF | 99.45% | 99.45% |
12.11.2024 | 0.44% | 4.75 CHF | 4.77 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 91'658 CHF | 92'055 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 4.55 CHF | 4.57 CHF | 20'000 | 20'000 | 19'798 | 19'798 | 92'102 CHF | 92'498 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 4.80 CHF | 4.82 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 97'898 CHF | 98'294 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 5.11 CHF | 5.13 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 101'991 CHF | 102'388 CHF | 100.00% | 100.00% |