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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 640'478 CHF | 641'458 CHF | 100.00% | 100.00% |
02.12.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 98'000 | 98'000 | 97'829 | 97'829 | 641'101 CHF | 642'079 CHF | 100.00% | 100.00% |
29.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 98'000 | 98'000 | 98'334 | 98'334 | 639'540 CHF | 640'523 CHF | 97.80% | 97.80% |
28.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 98'000 | 98'000 | 98'207 | 98'207 | 639'866 CHF | 640'848 CHF | 100.00% | 100.00% |
27.11.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 99'000 | 99'000 | 98'882 | 98'882 | 640'342 CHF | 641'331 CHF | 99.82% | 99.82% |
26.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 99'000 | 99'000 | 99'102 | 99'102 | 640'419 CHF | 641'410 CHF | 99.81% | 99.81% |
25.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 99'000 | 99'000 | 98'603 | 98'603 | 640'211 CHF | 641'197 CHF | 100.00% | 100.00% |
22.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 98'000 | 98'000 | 98'440 | 98'440 | 639'930 CHF | 640'915 CHF | 100.00% | 100.00% |
20.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 98'000 | 98'000 | 97'817 | 97'817 | 640'610 CHF | 641'588 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 98'000 | 98'000 | 97'793 | 97'793 | 641'616 CHF | 642'594 CHF | 100.00% | 100.00% |