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 | 0.34% | 5.88 CHF | 5.90 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 327'587 CHF | 328'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 323'008 CHF | 324'147 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 5.74 CHF | 5.76 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 324'456 CHF | 325'593 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 5.73 CHF | 5.75 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 323'468 CHF | 324'590 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 5.81 CHF | 5.83 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 325'834 CHF | 326'954 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 5.86 CHF | 5.88 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 327'408 CHF | 328'522 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 5.87 CHF | 5.89 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 330'288 CHF | 331'390 CHF | 99.86% | 99.86% |
11.11.2024 | 0.33% | 6.11 CHF | 6.13 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 330'107 CHF | 331'187 CHF | 99.66% | 99.66% |
08.11.2024 | 0.34% | 5.99 CHF | 6.01 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 327'693 CHF | 328'793 CHF | 98.76% | 98.76% |
07.11.2024 | 0.33% | 5.98 CHF | 6.00 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 329'338 CHF | 330'438 CHF | 100.00% | 100.00% |