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% | 5.90 CHF | 5.91 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 175'967 CHF | 176'265 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 30'000 | 30'000 | 29'714 | 29'714 | 173'754 CHF | 174'051 CHF | 98.69% | 98.69% |
18.11.2024 | 0.18% | 5.86 CHF | 5.87 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 170'985 CHF | 171'282 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 173'693 CHF | 173'993 CHF | 70.85% | 70.85% |
14.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 174'073 CHF | 174'370 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.78 CHF | 5.79 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 171'411 CHF | 171'709 CHF | 99.82% | 99.82% |
12.11.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 171'918 CHF | 172'215 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 173'223 CHF | 173'521 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 176'832 CHF | 177'129 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 177'699 CHF | 177'996 CHF | 100.00% | 100.00% |