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 | 0.36% | 5.63 CHF | 5.65 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 111'190 CHF | 111'587 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 5.64 CHF | 5.66 CHF | 20'000 | 20'000 | 19'808 | 19'808 | 111'429 CHF | 111'826 CHF | 98.78% | 98.78% |
18.11.2024 | 0.37% | 5.42 CHF | 5.44 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 106'988 CHF | 107'384 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 5.37 CHF | 5.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 106'799 CHF | 107'199 CHF | 71.69% | 71.69% |
14.11.2024 | 0.39% | 5.23 CHF | 5.25 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 102'350 CHF | 102'746 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 5.10 CHF | 5.12 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 99'819 CHF | 100'216 CHF | 99.45% | 99.45% |
12.11.2024 | 0.42% | 4.97 CHF | 4.99 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 95'995 CHF | 96'391 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 4.77 CHF | 4.79 CHF | 20'000 | 20'000 | 19'799 | 19'799 | 96'435 CHF | 96'832 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 5.02 CHF | 5.04 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 102'235 CHF | 102'631 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 5.33 CHF | 5.35 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 106'329 CHF | 106'726 CHF | 100.00% | 100.00% |