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 | 0.18% | 5.71 CHF | 5.72 CHF | 29'600 | 29'600 | 29'217 | 29'217 | 159'495 CHF | 159'787 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 30'400 | 30'400 | 30'330 | 30'330 | 164'038 CHF | 164'341 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 5.38 CHF | 5.39 CHF | 31'500 | 31'500 | 31'850 | 31'850 | 178'251 CHF | 178'570 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 5.05 CHF | 5.06 CHF | 39'700 | 39'700 | 39'188 | 39'188 | 189'153 CHF | 189'545 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.30 CHF | 4.31 CHF | 25'700 | 25'700 | 25'890 | 25'890 | 117'875 CHF | 118'134 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 28'200 | 28'200 | 28'025 | 28'025 | 167'087 CHF | 167'367 CHF | 100.00% | 100.00% |
12.11.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 27'200 | 27'200 | 26'730 | 26'730 | 149'530 CHF | 149'798 CHF | 100.00% | 100.00% |
11.11.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 26'000 | 26'000 | 25'872 | 25'872 | 148'475 CHF | 148'734 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 26'900 | 26'900 | 26'837 | 26'837 | 163'702 CHF | 163'970 CHF | 100.00% | 100.00% |
07.11.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 23'700 | 23'700 | 23'890 | 23'890 | 148'388 CHF | 148'627 CHF | 100.00% | 100.00% |