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% | 5.44 CHF | 5.46 CHF | 14'500 | 14'500 | 14'266 | 14'266 | 79'179 CHF | 79'464 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 5.64 CHF | 5.66 CHF | 13'400 | 13'400 | 13'663 | 13'663 | 76'562 CHF | 76'836 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 5.93 CHF | 5.95 CHF | 13'000 | 13'000 | 12'946 | 12'946 | 76'536 CHF | 76'795 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 13'100 | 13'100 | 13'046 | 13'046 | 80'741 CHF | 81'002 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 6.15 CHF | 6.17 CHF | 13'100 | 13'100 | 13'046 | 13'046 | 80'151 CHF | 80'412 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 6.10 CHF | 6.12 CHF | 13'200 | 13'200 | 13'146 | 13'146 | 78'411 CHF | 78'674 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 6.04 CHF | 6.06 CHF | 12'900 | 12'900 | 12'847 | 12'847 | 78'212 CHF | 78'469 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 6.29 CHF | 6.31 CHF | 12'800 | 12'800 | 12'558 | 12'558 | 80'871 CHF | 81'122 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 6.38 CHF | 6.40 CHF | 12'700 | 12'700 | 12'222 | 12'222 | 79'620 CHF | 79'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 6.45 CHF | 6.47 CHF | 12'600 | 12'600 | 12'642 | 12'642 | 81'144 CHF | 81'397 CHF | 100.00% | 100.00% |