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 | 0.37% | 6.15 CHF | 6.16 CHF | 66'000 | 66'000 | 29'566 | 29'566 | 184'566 CHF | 185'104 CHF | 99.46% | 99.46% |
19.11.2024 | 0.37% | 6.26 CHF | 6.27 CHF | 66'000 | 66'000 | 29'668 | 29'668 | 185'419 CHF | 185'959 CHF | 98.95% | 98.95% |
18.11.2024 | 0.37% | 6.30 CHF | 6.31 CHF | 65'000 | 65'000 | 29'332 | 29'332 | 184'684 CHF | 185'220 CHF | 99.67% | 99.67% |
15.11.2024 | 0.37% | 6.32 CHF | 6.33 CHF | 65'000 | 65'000 | 29'302 | 29'302 | 184'744 CHF | 185'279 CHF | 99.72% | 99.72% |
14.11.2024 | 0.37% | 6.30 CHF | 6.31 CHF | 65'000 | 65'000 | 29'386 | 29'386 | 186'004 CHF | 186'540 CHF | 98.37% | 98.37% |
13.11.2024 | 0.36% | 6.29 CHF | 6.30 CHF | 65'000 | 65'000 | 29'020 | 29'020 | 184'766 CHF | 185'290 CHF | 98.06% | 98.06% |
12.11.2024 | 0.36% | 6.44 CHF | 6.45 CHF | 64'000 | 64'000 | 29'073 | 29'073 | 186'716 CHF | 187'243 CHF | 98.20% | 98.20% |
11.11.2024 | 0.37% | 6.46 CHF | 6.47 CHF | 64'000 | 64'000 | 29'104 | 29'104 | 186'519 CHF | 187'053 CHF | 99.72% | 99.72% |
08.11.2024 | 0.38% | 6.31 CHF | 6.32 CHF | 65'000 | 65'000 | 29'792 | 29'792 | 185'376 CHF | 185'918 CHF | 98.52% | 98.52% |
07.11.2024 | 0.37% | 6.16 CHF | 6.17 CHF | 67'000 | 67'000 | 29'965 | 29'965 | 186'280 CHF | 186'824 CHF | 99.86% | 99.86% |