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% | 5.78 CHF | 5.80 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 321'883 CHF | 322'985 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 5.59 CHF | 5.61 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 316'786 CHF | 317'926 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 5.63 CHF | 5.65 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 318'285 CHF | 319'423 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 5.62 CHF | 5.64 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 317'458 CHF | 318'580 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 319'890 CHF | 321'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 5.76 CHF | 5.78 CHF | 56'000 | 56'000 | 55'681 | 55'681 | 321'564 CHF | 322'678 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 5.77 CHF | 5.79 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 324'642 CHF | 325'744 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 6.01 CHF | 6.03 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 324'679 CHF | 325'760 CHF | 99.67% | 99.67% |
08.11.2024 | 0.34% | 5.89 CHF | 5.91 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 321'978 CHF | 323'079 CHF | 98.77% | 98.77% |
07.11.2024 | 0.34% | 5.87 CHF | 5.89 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 323'648 CHF | 324'748 CHF | 100.00% | 100.00% |