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 | 0.17% | 6.00 CHF | 6.01 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 252'878 CHF | 253'298 CHF | 99.43% | 99.43% |
19.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 251'340 CHF | 251'760 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 246'976 CHF | 247'396 CHF | 99.88% | 99.88% |
15.11.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 253'192 CHF | 253'632 CHF | 100.00% | 100.00% |
14.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 249'082 CHF | 249'522 CHF | 98.61% | 98.61% |
13.11.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 251'277 CHF | 251'717 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 252'683 CHF | 253'123 CHF | 99.90% | 99.90% |
11.11.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 42'000 | 42'000 | 42'004 | 42'004 | 245'784 CHF | 246'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 245'879 CHF | 246'319 CHF | 98.30% | 98.30% |
07.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 248'733 CHF | 249'173 CHF | 100.00% | 100.00% |