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 | 0.16% | 6.01 CHF | 6.02 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 436'323 CHF | 437'041 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74'000 | 74'000 | 73'696 | 73'696 | 433'560 CHF | 434'297 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 434'259 CHF | 434'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 74'000 | 74'000 | 73'654 | 73'654 | 435'316 CHF | 436'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 432'573 CHF | 433'296 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 434'829 CHF | 435'564 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 72'000 | 72'000 | 71'704 | 71'704 | 434'713 CHF | 435'430 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 440'442 CHF | 441'159 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 436'994 CHF | 437'711 CHF | 99.18% | 99.18% |
07.11.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 432'866 CHF | 433'590 CHF | 100.00% | 100.00% |