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 | 0.51% | 6.09 CHF | 6.10 CHF | 37'000 | 37'000 | 16'932 | 16'932 | 103'586 CHF | 103'986 CHF | 99.43% | 99.43% |
19.11.2024 | 0.51% | 6.12 CHF | 6.13 CHF | 37'000 | 37'000 | 16'917 | 16'917 | 103'158 CHF | 103'557 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 6.20 CHF | 6.21 CHF | 36'000 | 36'000 | 16'378 | 16'378 | 101'500 CHF | 101'883 CHF | 99.74% | 99.74% |
15.11.2024 | 0.52% | 6.14 CHF | 6.15 CHF | 37'000 | 37'000 | 16'908 | 16'908 | 102'658 CHF | 103'058 CHF | 99.60% | 99.60% |
14.11.2024 | 0.51% | 6.09 CHF | 6.10 CHF | 37'000 | 37'000 | 16'975 | 16'975 | 103'399 CHF | 103'798 CHF | 98.56% | 98.56% |
13.11.2024 | 0.52% | 6.11 CHF | 6.12 CHF | 37'000 | 37'000 | 16'944 | 16'944 | 102'472 CHF | 102'872 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 6.08 CHF | 6.09 CHF | 37'000 | 37'000 | 16'950 | 16'950 | 102'687 CHF | 103'087 CHF | 99.90% | 99.90% |
11.11.2024 | 0.52% | 6.05 CHF | 6.06 CHF | 37'000 | 37'000 | 16'934 | 16'934 | 101'684 CHF | 102'084 CHF | 99.90% | 99.90% |
08.11.2024 | 0.49% | 5.86 CHF | 5.87 CHF | 38'000 | 38'000 | 17'466 | 17'466 | 102'028 CHF | 102'398 CHF | 99.05% | 99.05% |
07.11.2024 | 0.49% | 5.77 CHF | 5.78 CHF | 39'000 | 39'000 | 17'352 | 17'352 | 101'500 CHF | 101'870 CHF | 99.90% | 99.90% |