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 | 0.33% | 6.01 CHF | 6.03 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 334'939 CHF | 336'041 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 5.83 CHF | 5.85 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 330'220 CHF | 331'359 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 5.87 CHF | 5.89 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 331'759 CHF | 332'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 5.85 CHF | 5.87 CHF | 57'000 | 57'000 | 56'104 | 56'104 | 330'689 CHF | 331'811 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 5.94 CHF | 5.96 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 333'160 CHF | 334'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 5.99 CHF | 6.01 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 334'696 CHF | 335'810 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 6.01 CHF | 6.03 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 337'685 CHF | 338'787 CHF | 99.85% | 99.85% |
11.11.2024 | 0.32% | 6.24 CHF | 6.26 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 337'425 CHF | 338'505 CHF | 99.70% | 99.70% |
08.11.2024 | 0.33% | 6.12 CHF | 6.14 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 334'973 CHF | 336'074 CHF | 98.83% | 98.83% |
07.11.2024 | 0.33% | 6.11 CHF | 6.13 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 336'665 CHF | 337'766 CHF | 100.00% | 100.00% |