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 | 0.17% | 5.91 CHF | 5.92 CHF | 42'000 | 42'000 | 41'313 | 41'313 | 246'483 CHF | 246'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 41'662 | 41'662 | 246'783 CHF | 247'200 CHF | 98.91% | 98.91% |
18.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 42'000 | 42'000 | 41'725 | 41'725 | 246'696 CHF | 247'114 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42'000 | 42'000 | 42'445 | 42'445 | 248'913 CHF | 249'337 CHF | 72.09% | 72.09% |
14.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42'500 | 42'500 | 42'800 | 42'800 | 247'075 CHF | 247'503 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 43'500 | 43'500 | 43'451 | 43'451 | 247'036 CHF | 247'471 CHF | 99.57% | 99.57% |
12.11.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 44'500 | 44'500 | 43'480 | 43'480 | 246'959 CHF | 247'394 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 43'000 | 43'000 | 42'620 | 42'620 | 246'335 CHF | 246'762 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 44'000 | 44'000 | 43'548 | 43'548 | 246'564 CHF | 247'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 43'000 | 43'000 | 42'653 | 42'653 | 246'665 CHF | 247'092 CHF | 100.00% | 100.00% |