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 | 0.16% | 6.23 CHF | 6.24 CHF | 29'000 | 29'000 | 28'728 | 28'728 | 180'148 CHF | 180'435 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 29'000 | 29'000 | 28'725 | 28'725 | 178'318 CHF | 178'606 CHF | 98.92% | 98.92% |
18.11.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 179'189 CHF | 179'486 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 30'000 | 30'000 | 30'039 | 30'039 | 174'683 CHF | 174'984 CHF | 72.18% | 72.18% |
14.11.2024 | 0.18% | 5.78 CHF | 5.79 CHF | 30'000 | 30'000 | 30'483 | 30'483 | 172'213 CHF | 172'518 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 30'000 | 30'000 | 30'479 | 30'479 | 174'901 CHF | 175'206 CHF | 99.35% | 99.35% |
12.11.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 31'000 | 31'000 | 29'863 | 29'863 | 173'015 CHF | 173'314 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 177'793 CHF | 178'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 169'756 CHF | 170'063 CHF | 100.00% | 100.00% |
07.11.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 31'000 | 31'000 | 30'709 | 30'709 | 173'274 CHF | 173'581 CHF | 100.00% | 100.00% |