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 | 0.14% | 6.91 CHF | 6.92 CHF | 36'000 | 36'000 | 35'289 | 35'289 | 245'896 CHF | 246'250 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 36'000 | 36'000 | 35'589 | 35'589 | 246'482 CHF | 246'838 CHF | 98.87% | 98.87% |
18.11.2024 | 0.15% | 6.95 CHF | 6.96 CHF | 36'000 | 36'000 | 35'643 | 35'643 | 246'453 CHF | 246'810 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 36'000 | 36'000 | 36'332 | 36'332 | 249'456 CHF | 249'819 CHF | 72.10% | 72.10% |
14.11.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 36'500 | 36'500 | 36'431 | 36'431 | 246'741 CHF | 247'105 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 37'000 | 37'000 | 36'808 | 36'808 | 246'159 CHF | 246'527 CHF | 99.57% | 99.57% |
12.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 37'500 | 37'500 | 36'849 | 36'849 | 246'147 CHF | 246'516 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 36'500 | 36'500 | 36'281 | 36'281 | 245'990 CHF | 246'353 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 37'500 | 37'500 | 37'062 | 37'062 | 246'903 CHF | 247'274 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 37'000 | 37'000 | 36'328 | 36'328 | 246'419 CHF | 246'783 CHF | 100.00% | 100.00% |