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% | 6.00 CHF | 6.01 CHF | 25'600 | 25'600 | 25'545 | 25'545 | 157'982 CHF | 158'238 CHF | 99.33% | 99.33% |
19.11.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 24'800 | 24'800 | 24'607 | 24'607 | 143'790 CHF | 144'043 CHF | 99.09% | 99.09% |
18.11.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 24'700 | 24'700 | 24'598 | 24'598 | 156'294 CHF | 156'540 CHF | 99.88% | 99.88% |
15.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 25'400 | 25'400 | 25'295 | 25'295 | 157'334 CHF | 157'587 CHF | 99.90% | 99.90% |
14.11.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 27'000 | 27'000 | 27'232 | 27'232 | 161'533 CHF | 161'805 CHF | 98.56% | 98.56% |
13.11.2024 | 0.17% | 5.43 CHF | 5.44 CHF | 26'400 | 26'400 | 26'231 | 26'231 | 151'735 CHF | 151'997 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 5.83 CHF | 5.84 CHF | 24'800 | 24'800 | 24'172 | 24'172 | 149'314 CHF | 149'555 CHF | 99.88% | 99.88% |
11.11.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 26'900 | 26'900 | 26'869 | 26'869 | 165'156 CHF | 165'425 CHF | 99.90% | 99.90% |
08.11.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 25'100 | 25'100 | 24'921 | 24'921 | 142'388 CHF | 142'637 CHF | 98.51% | 98.51% |
07.11.2024 | 0.30% | 6.43 CHF | 6.45 CHF | 23'700 | 23'700 | 23'118 | 23'118 | 153'803 CHF | 154'266 CHF | 100.00% | 100.00% |