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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.12.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 15'130 | 15'130 | 15'030 | 15'030 | 101'938 CHF | 102'089 CHF | 100.00% | 100.00% |
29.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 15'160 | 15'160 | 15'095 | 15'095 | 100'737 CHF | 100'888 CHF | 100.00% | 100.00% |
28.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 15'280 | 15'280 | 15'161 | 15'161 | 100'061 CHF | 100'212 CHF | 100.00% | 100.00% |
27.11.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 15'370 | 15'370 | 15'190 | 15'190 | 98'639 CHF | 98'791 CHF | 100.00% | 100.00% |
26.11.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 15'360 | 15'360 | 15'246 | 15'246 | 98'274 CHF | 98'427 CHF | 100.00% | 100.00% |
25.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 15'270 | 15'270 | 15'162 | 15'162 | 100'351 CHF | 100'503 CHF | 100.00% | 100.00% |
22.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 15'220 | 15'220 | 15'044 | 15'044 | 100'935 CHF | 101'086 CHF | 99.98% | 99.98% |
20.11.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 15'540 | 15'540 | 15'327 | 15'327 | 98'051 CHF | 98'204 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 15'520 | 15'520 | 15'342 | 15'342 | 97'507 CHF | 97'661 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 15'400 | 15'400 | 15'205 | 15'205 | 101'322 CHF | 101'474 CHF | 100.00% | 100.00% |