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 | 0.15% | 6.75 CHF | 6.76 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 120'160 CHF | 120'339 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 18'000 | 18'000 | 17'829 | 17'829 | 119'015 CHF | 119'194 CHF | 98.88% | 98.88% |
18.11.2024 | 0.16% | 6.51 CHF | 6.52 CHF | 18'000 | 18'000 | 18'092 | 18'092 | 117'102 CHF | 117'283 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.41 CHF | 6.42 CHF | 18'500 | 18'500 | 18'500 | 18'500 | 119'544 CHF | 119'729 CHF | 71.34% | 71.34% |
14.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 118'733 CHF | 118'912 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 18'000 | 18'000 | 17'835 | 17'835 | 118'072 CHF | 118'251 CHF | 99.27% | 99.27% |
12.11.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 18'000 | 18'000 | 17'480 | 17'480 | 121'382 CHF | 121'557 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 123'786 CHF | 123'960 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 18'000 | 18'000 | 17'738 | 17'738 | 123'164 CHF | 123'342 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 6.92 CHF | 6.93 CHF | 18'000 | 18'000 | 17'713 | 17'713 | 123'941 CHF | 124'119 CHF | 100.00% | 100.00% |