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 | 0.34% | 5.89 CHF | 5.91 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 327'993 CHF | 329'095 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 323'053 CHF | 324'192 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 5.74 CHF | 5.76 CHF | 56'000 | 56'000 | 56'882 | 56'882 | 324'596 CHF | 325'734 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 5.73 CHF | 5.75 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 323'630 CHF | 324'752 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 5.81 CHF | 5.83 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 326'103 CHF | 327'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 5.87 CHF | 5.89 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 327'688 CHF | 328'801 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 5.88 CHF | 5.90 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 330'751 CHF | 331'853 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 6.12 CHF | 6.14 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 330'619 CHF | 331'700 CHF | 99.71% | 99.71% |
08.11.2024 | 0.33% | 6.00 CHF | 6.02 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 328'058 CHF | 329'159 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 5.98 CHF | 6.00 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 329'700 CHF | 330'801 CHF | 100.00% | 100.00% |