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 | 0.49% | 6.32 CHF | 6.33 CHF | 37'000 | 37'000 | 16'933 | 16'933 | 107'465 CHF | 107'864 CHF | 99.43% | 99.43% |
19.11.2024 | 0.49% | 6.34 CHF | 6.35 CHF | 37'000 | 37'000 | 16'917 | 16'917 | 106'984 CHF | 107'383 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 6.42 CHF | 6.43 CHF | 36'000 | 36'000 | 16'378 | 16'378 | 105'212 CHF | 105'595 CHF | 99.74% | 99.74% |
15.11.2024 | 0.50% | 6.37 CHF | 6.38 CHF | 37'000 | 37'000 | 16'908 | 16'908 | 106'506 CHF | 106'906 CHF | 99.60% | 99.60% |
14.11.2024 | 0.49% | 6.32 CHF | 6.33 CHF | 37'000 | 37'000 | 16'975 | 16'975 | 107'259 CHF | 107'658 CHF | 98.53% | 98.53% |
13.11.2024 | 0.50% | 6.34 CHF | 6.35 CHF | 37'000 | 37'000 | 16'945 | 16'945 | 106'340 CHF | 106'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 6.30 CHF | 6.31 CHF | 37'000 | 37'000 | 16'951 | 16'951 | 106'518 CHF | 106'918 CHF | 99.88% | 99.88% |
11.11.2024 | 0.50% | 6.28 CHF | 6.29 CHF | 37'000 | 37'000 | 16'934 | 16'934 | 105'504 CHF | 105'903 CHF | 99.90% | 99.90% |
08.11.2024 | 0.47% | 6.08 CHF | 6.09 CHF | 38'000 | 38'000 | 17'492 | 17'492 | 106'091 CHF | 106'462 CHF | 98.88% | 98.88% |
07.11.2024 | 0.47% | 6.00 CHF | 6.01 CHF | 39'000 | 39'000 | 17'352 | 17'352 | 105'390 CHF | 105'760 CHF | 99.90% | 99.90% |