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 | 0.33% | 5.80 CHF | 5.82 CHF | 26'500 | 26'500 | 26'500 | 26'500 | 160'170 CHF | 160'700 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 5.78 CHF | 5.80 CHF | 26'100 | 26'100 | 26'100 | 26'100 | 147'674 CHF | 148'196 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 5.92 CHF | 5.94 CHF | 25'200 | 25'200 | 25'200 | 25'200 | 149'099 CHF | 149'603 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.21 CHF | 6.23 CHF | 24'600 | 24'600 | 24'600 | 24'600 | 155'890 CHF | 156'382 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 6.46 CHF | 6.48 CHF | 25'400 | 25'400 | 25'400 | 25'400 | 162'731 CHF | 163'239 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 6.14 CHF | 6.16 CHF | 25'700 | 25'700 | 25'700 | 25'700 | 155'486 CHF | 156'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 5.99 CHF | 6.01 CHF | 23'900 | 23'900 | 23'900 | 23'900 | 153'209 CHF | 153'687 CHF | 99.85% | 99.85% |
11.11.2024 | 0.30% | 6.79 CHF | 6.81 CHF | 24'800 | 24'800 | 24'800 | 24'800 | 166'866 CHF | 167'362 CHF | 99.70% | 99.70% |
08.11.2024 | 0.32% | 6.33 CHF | 6.35 CHF | 24'600 | 24'600 | 24'600 | 24'600 | 155'915 CHF | 156'407 CHF | 98.81% | 98.81% |
07.11.2024 | 0.31% | 6.47 CHF | 6.49 CHF | 24'500 | 24'500 | 24'500 | 24'500 | 158'122 CHF | 158'612 CHF | 100.00% | 100.00% |