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 | 0.32% | 6.22 CHF | 6.24 CHF | 12'700 | 12'700 | 12'700 | 12'700 | 80'011 CHF | 80'265 CHF | 99.48% | 99.48% |
19.11.2024 | 0.32% | 6.09 CHF | 6.11 CHF | 12'800 | 12'800 | 12'800 | 12'800 | 79'056 CHF | 79'312 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 6.00 CHF | 6.02 CHF | 13'600 | 13'600 | 13'600 | 13'600 | 79'410 CHF | 79'682 CHF | 99.89% | 99.89% |
15.11.2024 | 0.37% | 5.51 CHF | 5.53 CHF | 14'500 | 14'500 | 14'500 | 14'500 | 78'932 CHF | 79'222 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 5.39 CHF | 5.41 CHF | 14'800 | 14'800 | 14'800 | 14'800 | 76'355 CHF | 76'651 CHF | 98.52% | 98.52% |
13.11.2024 | 0.38% | 5.34 CHF | 5.36 CHF | 14'800 | 14'800 | 14'800 | 14'800 | 78'606 CHF | 78'902 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 5.20 CHF | 5.22 CHF | 14'000 | 14'000 | 14'000 | 14'000 | 75'810 CHF | 76'090 CHF | 99.88% | 99.88% |
11.11.2024 | 0.35% | 5.66 CHF | 5.68 CHF | 14'800 | 14'800 | 14'801 | 14'801 | 85'152 CHF | 85'448 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 4.99 CHF | 5.01 CHF | 14'800 | 14'800 | 14'800 | 14'800 | 73'860 CHF | 74'156 CHF | 98.30% | 98.30% |
07.11.2024 | 0.38% | 5.20 CHF | 5.22 CHF | 17'800 | 17'800 | 17'800 | 17'800 | 92'462 CHF | 92'818 CHF | 100.00% | 100.00% |