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% | 5.75 CHF | 5.76 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 239'338 CHF | 239'751 CHF | 99.43% | 99.43% |
19.11.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 42'000 | 42'000 | 42'165 | 42'165 | 238'862 CHF | 239'283 CHF | 97.93% | 97.93% |
18.11.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 241'817 CHF | 242'222 CHF | 99.90% | 99.90% |
15.11.2024 | 0.16% | 6.00 CHF | 6.01 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 238'830 CHF | 239'221 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 39'000 | 39'000 | 39'050 | 39'050 | 238'012 CHF | 238'403 CHF | 98.62% | 98.62% |
13.11.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 239'007 CHF | 239'405 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 239'083 CHF | 239'481 CHF | 99.88% | 99.88% |
11.11.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 238'884 CHF | 239'284 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 236'982 CHF | 237'385 CHF | 98.60% | 98.60% |
07.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 238'844 CHF | 239'242 CHF | 100.00% | 100.00% |