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 | 0.29% | 6.88 CHF | 6.90 CHF | 57'000 | 57'000 | 56'300 | 56'300 | 390'265 CHF | 391'391 CHF | 99.48% | 99.48% |
19.11.2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57'000 | 57'000 | 56'857 | 56'857 | 391'738 CHF | 392'875 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 6.92 CHF | 6.94 CHF | 57'000 | 57'000 | 56'997 | 56'997 | 391'939 CHF | 393'079 CHF | 99.89% | 99.89% |
15.11.2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 389'520 CHF | 390'660 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 6.80 CHF | 6.82 CHF | 57'000 | 57'000 | 57'610 | 57'610 | 388'157 CHF | 389'309 CHF | 98.55% | 98.55% |
13.11.2024 | 0.30% | 6.66 CHF | 6.68 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 385'790 CHF | 386'950 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 6.56 CHF | 6.58 CHF | 59'000 | 59'000 | 58'044 | 58'044 | 385'640 CHF | 386'801 CHF | 99.88% | 99.88% |
11.11.2024 | 0.30% | 6.76 CHF | 6.78 CHF | 57'000 | 57'000 | 57'636 | 57'636 | 388'661 CHF | 389'814 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 6.61 CHF | 6.63 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 384'277 CHF | 385'437 CHF | 98.29% | 98.29% |
07.11.2024 | 0.30% | 6.73 CHF | 6.75 CHF | 58'000 | 58'000 | 57'549 | 57'549 | 388'288 CHF | 389'439 CHF | 100.00% | 100.00% |