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 | 0.70% | 5.50 CHF | 5.54 CHF | 9'400 | 9'400 | 9'308 | 9'308 | 52'799 CHF | 53'171 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 5.59 CHF | 5.63 CHF | 9'000 | 9'000 | 9'021 | 9'021 | 50'430 CHF | 50'790 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 5.85 CHF | 5.89 CHF | 8'800 | 8'800 | 8'809 | 8'809 | 51'805 CHF | 52'158 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 6.08 CHF | 6.12 CHF | 8'900 | 8'900 | 8'761 | 8'761 | 53'325 CHF | 53'676 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 5.94 CHF | 5.98 CHF | 9'200 | 9'200 | 9'204 | 9'204 | 54'256 CHF | 54'624 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 5.56 CHF | 5.60 CHF | 9'200 | 9'200 | 9'193 | 9'193 | 52'223 CHF | 52'591 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 5.69 CHF | 5.73 CHF | 8'600 | 8'600 | 8'504 | 8'504 | 50'641 CHF | 50'982 CHF | 99.85% | 99.85% |
11.11.2024 | 0.63% | 6.27 CHF | 6.31 CHF | 8'700 | 8'700 | 8'700 | 8'700 | 55'059 CHF | 55'407 CHF | 99.69% | 99.69% |
08.11.2024 | 0.68% | 5.98 CHF | 6.02 CHF | 8'700 | 8'700 | 8'696 | 8'696 | 51'302 CHF | 51'650 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 6.21 CHF | 6.25 CHF | 8'100 | 8'100 | 8'020 | 8'020 | 51'944 CHF | 52'265 CHF | 100.00% | 100.00% |