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% | 5.80 CHF | 5.81 CHF | 120'400 | 120'400 | 120'702 | 120'702 | 706'648 CHF | 707'855 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 120'900 | 120'900 | 120'118 | 120'118 | 700'565 CHF | 701'766 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 119'600 | 119'600 | 118'997 | 118'997 | 702'955 CHF | 704'145 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 118'700 | 118'700 | 119'121 | 119'121 | 709'431 CHF | 710'622 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 119'400 | 119'400 | 119'340 | 119'340 | 706'510 CHF | 707'703 CHF | 99.91% | 99.91% |
13.11.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 119'300 | 119'300 | 119'783 | 119'783 | 710'229 CHF | 711'426 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 120'100 | 120'100 | 119'738 | 119'738 | 707'548 CHF | 708'745 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 119'500 | 119'500 | 119'017 | 119'017 | 707'223 CHF | 708'413 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 118'800 | 118'800 | 117'956 | 117'956 | 705'848 CHF | 707'028 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 117'400 | 117'400 | 118'662 | 118'662 | 720'795 CHF | 721'982 CHF | 100.00% | 100.00% |