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% | 6.29 CHF | 6.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 627'922 CHF | 628'922 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 625'721 CHF | 626'721 CHF | 99.92% | 99.92% |
18.11.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100'000 | 100'000 | 52'094 | 52'092 | 320'409 CHF | 320'914 CHF | 99.91% | 99.91% |
15.11.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 149'260 CHF | 149'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'867 CHF | 147'117 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 147'607 CHF | 147'857 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'002 CHF | 142'252 CHF | 99.71% | 99.71% |
11.11.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 144'804 CHF | 145'054 CHF | 99.91% | 99.91% |
08.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 148'666 CHF | 148'916 CHF | 100.00% | 100.00% |
07.11.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'438 CHF | 146'688 CHF | 99.91% | 99.91% |