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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 43'000 | 43'000 | 42'888 | 42'888 | 252'513 CHF | 252'942 CHF | 99.57% | 99.57% |
20.11.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 252'538 CHF | 252'951 CHF | 99.43% | 99.43% |
19.11.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 252'313 CHF | 252'735 CHF | 97.93% | 97.93% |
18.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 41'000 | 41'000 | 40'510 | 40'510 | 254'785 CHF | 255'190 CHF | 99.89% | 99.89% |
15.11.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 251'276 CHF | 251'667 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.54 CHF | 6.55 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 250'442 CHF | 250'832 CHF | 98.62% | 98.62% |
13.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 251'689 CHF | 252'087 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 251'820 CHF | 252'217 CHF | 99.88% | 99.88% |
11.11.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 251'697 CHF | 252'096 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 249'844 CHF | 250'247 CHF | 98.60% | 98.60% |