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% | 6.02 CHF | 6.03 CHF | 29'000 | 29'000 | 28'728 | 28'728 | 173'964 CHF | 174'252 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 29'000 | 29'000 | 28'725 | 28'725 | 172'145 CHF | 172'432 CHF | 98.93% | 98.93% |
18.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 172'715 CHF | 173'012 CHF | 100.00% | 100.00% |
15.11.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 30'000 | 30'000 | 30'032 | 30'032 | 168'093 CHF | 168'393 CHF | 72.20% | 72.20% |
14.11.2024 | 0.19% | 5.56 CHF | 5.57 CHF | 30'000 | 30'000 | 30'478 | 30'478 | 165'635 CHF | 165'940 CHF | 100.00% | 100.00% |
13.11.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 30'000 | 30'000 | 30'503 | 30'503 | 168'439 CHF | 168'745 CHF | 99.33% | 99.33% |
12.11.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 31'000 | 31'000 | 29'862 | 29'862 | 166'588 CHF | 166'887 CHF | 100.00% | 100.00% |
11.11.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 171'408 CHF | 171'706 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 163'138 CHF | 163'446 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 31'000 | 31'000 | 30'710 | 30'710 | 166'669 CHF | 166'976 CHF | 100.00% | 100.00% |