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 | 0.35% | 5.57 CHF | 5.59 CHF | 17'800 | 17'800 | 17'727 | 17'727 | 100'436 CHF | 100'791 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 5.91 CHF | 5.93 CHF | 17'700 | 17'700 | 17'627 | 17'627 | 103'783 CHF | 104'135 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 5.98 CHF | 6.00 CHF | 16'800 | 16'800 | 16'731 | 16'731 | 103'413 CHF | 103'747 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.55 CHF | 6.57 CHF | 17'700 | 17'700 | 17'627 | 17'627 | 108'476 CHF | 108'828 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 6.20 CHF | 6.22 CHF | 17'600 | 17'600 | 17'528 | 17'528 | 106'859 CHF | 107'209 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 6.11 CHF | 6.13 CHF | 17'100 | 17'100 | 17'030 | 17'030 | 105'576 CHF | 105'917 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 6.35 CHF | 6.37 CHF | 16'500 | 16'500 | 16'432 | 16'432 | 107'216 CHF | 107'545 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 6.68 CHF | 6.70 CHF | 16'000 | 16'000 | 15'934 | 15'934 | 106'586 CHF | 106'905 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 7.06 CHF | 7.08 CHF | 16'100 | 16'100 | 15'643 | 15'643 | 110'641 CHF | 110'954 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 7.01 CHF | 7.03 CHF | 14'800 | 14'800 | 13'568 | 13'568 | 99'149 CHF | 99'420 CHF | 100.00% | 100.00% |