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% | 5.85 CHF | 5.87 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 326'116 CHF | 327'218 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.67 CHF | 5.69 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 321'254 CHF | 322'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 5.71 CHF | 5.73 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 322'788 CHF | 323'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 321'800 CHF | 322'922 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 5.78 CHF | 5.80 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 324'263 CHF | 325'383 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 5.83 CHF | 5.85 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 325'819 CHF | 326'933 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 5.85 CHF | 5.87 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 328'844 CHF | 329'945 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 6.08 CHF | 6.10 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 328'700 CHF | 329'781 CHF | 99.69% | 99.69% |
08.11.2024 | 0.34% | 5.96 CHF | 5.98 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 326'180 CHF | 327'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 5.95 CHF | 5.97 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 327'836 CHF | 328'937 CHF | 100.00% | 100.00% |