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% | 6.06 CHF | 6.08 CHF | 60'400 | 60'400 | 60'400 | 60'400 | 370'790 CHF | 371'998 CHF | 99.75% | 99.75% |
19.11.2024 | 0.33% | 6.06 CHF | 6.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 361'530 CHF | 362'730 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 6.13 CHF | 6.15 CHF | 61'300 | 61'300 | 61'300 | 61'300 | 370'249 CHF | 371'475 CHF | 99.58% | 99.58% |
15.11.2024 | 0.33% | 5.99 CHF | 6.01 CHF | 61'000 | 61'000 | 61'000 | 61'000 | 368'604 CHF | 369'824 CHF | 94.99% | 94.99% |
14.11.2024 | 0.33% | 6.06 CHF | 6.08 CHF | 62'500 | 62'500 | 62'500 | 62'500 | 375'627 CHF | 376'877 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 5.86 CHF | 5.88 CHF | 62'600 | 62'600 | 62'600 | 62'600 | 366'873 CHF | 368'125 CHF | 99.79% | 99.79% |
12.11.2024 | 0.33% | 5.85 CHF | 5.87 CHF | 59'500 | 59'500 | 59'500 | 59'500 | 356'182 CHF | 357'372 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 6.29 CHF | 6.31 CHF | 60'900 | 60'900 | 60'900 | 60'900 | 385'493 CHF | 386'711 CHF | 99.79% | 99.79% |
08.11.2024 | 0.32% | 6.06 CHF | 6.08 CHF | 58'800 | 58'800 | 58'800 | 58'800 | 361'883 CHF | 363'059 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 6.46 CHF | 6.48 CHF | 58'400 | 58'400 | 58'400 | 58'400 | 378'899 CHF | 380'067 CHF | 99.68% | 99.68% |