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% | 5.91 CHF | 5.92 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 428'818 CHF | 429'536 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 425'868 CHF | 426'605 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 426'527 CHF | 427'264 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 427'578 CHF | 428'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 424'969 CHF | 425'692 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 427'129 CHF | 427'865 CHF | 100.00% | 100.00% |
12.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 427'187 CHF | 427'904 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 432'909 CHF | 433'626 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 429'494 CHF | 430'211 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 425'253 CHF | 425'977 CHF | 100.00% | 100.00% |