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 | 0.31% | 6.49 CHF | 6.51 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 128'213 CHF | 128'609 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 6.49 CHF | 6.51 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 128'449 CHF | 128'845 CHF | 98.78% | 98.78% |
18.11.2024 | 0.32% | 6.27 CHF | 6.29 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 124'018 CHF | 124'415 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.22 CHF | 6.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 123'953 CHF | 124'353 CHF | 71.85% | 71.85% |
14.11.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 119'382 CHF | 119'779 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 5.96 CHF | 5.98 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 116'827 CHF | 117'224 CHF | 99.45% | 99.45% |
12.11.2024 | 0.35% | 5.82 CHF | 5.84 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 113'014 CHF | 113'411 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 5.63 CHF | 5.65 CHF | 20'000 | 20'000 | 19'799 | 19'799 | 113'459 CHF | 113'856 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 5.88 CHF | 5.90 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 119'252 CHF | 119'649 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 6.19 CHF | 6.21 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 123'348 CHF | 123'745 CHF | 100.00% | 100.00% |