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% | 5.78 CHF | 5.79 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 240'401 CHF | 240'814 CHF | 99.42% | 99.42% |
19.11.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 42'000 | 42'000 | 42'166 | 42'166 | 239'955 CHF | 240'377 CHF | 97.93% | 97.93% |
18.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 242'815 CHF | 243'220 CHF | 99.88% | 99.88% |
15.11.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 239'667 CHF | 240'057 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 238'858 CHF | 239'249 CHF | 98.60% | 98.60% |
13.11.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 239'881 CHF | 240'279 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 239'945 CHF | 240'343 CHF | 99.89% | 99.89% |
11.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 239'834 CHF | 240'234 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 237'894 CHF | 238'297 CHF | 98.60% | 98.60% |
07.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 239'726 CHF | 240'123 CHF | 100.00% | 100.00% |