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 | 0.54% | 5.83 CHF | 5.84 CHF | 29'000 | 29'000 | 13'414 | 13'414 | 77'949 CHF | 78'268 CHF | 99.33% | 99.33% |
19.11.2024 | 0.54% | 5.80 CHF | 5.81 CHF | 29'000 | 29'000 | 13'398 | 13'398 | 77'612 CHF | 77'929 CHF | 99.92% | 99.92% |
18.11.2024 | 0.52% | 5.94 CHF | 5.95 CHF | 29'000 | 29'000 | 13'403 | 13'403 | 80'130 CHF | 80'449 CHF | 99.80% | 99.80% |
15.11.2024 | 0.53% | 6.01 CHF | 6.02 CHF | 29'000 | 29'000 | 13'406 | 13'406 | 79'385 CHF | 79'704 CHF | 99.72% | 99.72% |
14.11.2024 | 0.51% | 6.06 CHF | 6.07 CHF | 29'000 | 29'000 | 12'960 | 12'960 | 79'026 CHF | 79'327 CHF | 98.39% | 98.39% |
13.11.2024 | 0.52% | 6.15 CHF | 6.16 CHF | 28'000 | 28'000 | 13'339 | 13'339 | 80'584 CHF | 80'902 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 6.01 CHF | 6.02 CHF | 29'000 | 29'000 | 13'136 | 13'136 | 80'083 CHF | 80'390 CHF | 99.89% | 99.89% |
11.11.2024 | 0.52% | 6.11 CHF | 6.12 CHF | 29'000 | 29'000 | 13'145 | 13'145 | 80'021 CHF | 80'334 CHF | 99.90% | 99.90% |
08.11.2024 | 0.54% | 5.96 CHF | 5.97 CHF | 29'000 | 29'000 | 13'577 | 13'577 | 78'772 CHF | 79'091 CHF | 98.52% | 98.52% |
07.11.2024 | 0.52% | 5.80 CHF | 5.81 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 79'873 CHF | 80'192 CHF | 100.00% | 100.00% |