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% | 6.25 CHF | 6.26 CHF | 66'000 | 66'000 | 29'543 | 29'543 | 187'135 CHF | 187'673 CHF | 99.33% | 99.33% |
19.11.2024 | 0.37% | 6.35 CHF | 6.36 CHF | 66'000 | 66'000 | 29'715 | 29'715 | 188'404 CHF | 188'944 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 6.39 CHF | 6.40 CHF | 65'000 | 65'000 | 29'369 | 29'369 | 187'600 CHF | 188'136 CHF | 99.77% | 99.77% |
15.11.2024 | 0.37% | 6.41 CHF | 6.42 CHF | 65'000 | 65'000 | 29'383 | 29'383 | 187'947 CHF | 188'482 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 6.40 CHF | 6.41 CHF | 65'000 | 65'000 | 29'435 | 29'435 | 189'018 CHF | 189'554 CHF | 98.61% | 98.61% |
13.11.2024 | 0.36% | 6.38 CHF | 6.39 CHF | 65'000 | 65'000 | 28'988 | 28'988 | 187'212 CHF | 187'735 CHF | 98.92% | 98.92% |
12.11.2024 | 0.36% | 6.53 CHF | 6.54 CHF | 64'000 | 64'000 | 29'030 | 29'030 | 189'077 CHF | 189'604 CHF | 99.90% | 99.90% |
11.11.2024 | 0.36% | 6.55 CHF | 6.56 CHF | 64'000 | 64'000 | 29'146 | 29'146 | 189'425 CHF | 189'958 CHF | 99.90% | 99.90% |
08.11.2024 | 0.37% | 6.40 CHF | 6.41 CHF | 65'000 | 65'000 | 29'926 | 29'926 | 188'892 CHF | 189'434 CHF | 99.05% | 99.05% |
07.11.2024 | 0.37% | 6.25 CHF | 6.26 CHF | 67'000 | 67'000 | 29'957 | 29'957 | 188'927 CHF | 189'471 CHF | 100.00% | 100.00% |