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% | 5.69 CHF | 5.73 CHF | 48'000 | 48'000 | 48'275 | 48'275 | 275'057 CHF | 276'988 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 5.61 CHF | 5.65 CHF | 49'000 | 49'000 | 49'081 | 49'081 | 271'825 CHF | 273'788 CHF | 99.87% | 99.87% |
18.11.2024 | 0.72% | 5.54 CHF | 5.58 CHF | 49'000 | 49'000 | 49'120 | 49'120 | 272'420 CHF | 274'385 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 5.58 CHF | 5.62 CHF | 49'000 | 49'000 | 47'405 | 47'405 | 282'190 CHF | 284'086 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 6.50 CHF | 6.54 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 291'346 CHF | 293'146 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 6.48 CHF | 6.52 CHF | 45'000 | 45'000 | 45'469 | 45'469 | 290'754 CHF | 292'573 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 6.55 CHF | 6.59 CHF | 45'000 | 45'000 | 44'940 | 44'940 | 293'055 CHF | 294'853 CHF | 99.89% | 99.89% |
11.11.2024 | 0.62% | 6.43 CHF | 6.47 CHF | 45'000 | 45'000 | 45'079 | 45'079 | 290'952 CHF | 292'755 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 6.34 CHF | 6.38 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 289'169 CHF | 291'009 CHF | 98.93% | 98.93% |
07.11.2024 | 0.64% | 6.30 CHF | 6.34 CHF | 46'000 | 46'000 | 46'282 | 46'282 | 287'718 CHF | 289'569 CHF | 100.00% | 100.00% |