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 | 0.29% | 6.38 CHF | 6.40 CHF | 59'800 | 59'800 | 26'519 | 26'519 | 175'010 CHF | 175'489 CHF | 99.90% | 99.90% |
19.11.2024 | 0.28% | 6.65 CHF | 6.66 CHF | 62'300 | 62'300 | 27'979 | 27'979 | 179'633 CHF | 180'056 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 6.70 CHF | 6.71 CHF | 60'700 | 60'700 | 27'050 | 27'050 | 182'828 CHF | 183'237 CHF | 99.90% | 99.90% |
15.11.2024 | 0.27% | 6.86 CHF | 6.88 CHF | 52'700 | 52'700 | 22'742 | 22'742 | 168'089 CHF | 168'547 CHF | 99.69% | 99.69% |
14.11.2024 | 0.24% | 8.08 CHF | 8.10 CHF | 48'900 | 48'900 | 21'254 | 21'254 | 177'773 CHF | 178'199 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 8.08 CHF | 8.10 CHF | 52'400 | 52'400 | 23'601 | 23'601 | 182'808 CHF | 183'281 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.22 CHF | 7.24 CHF | 55'300 | 55'300 | 24'704 | 24'704 | 180'522 CHF | 181'017 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 7.30 CHF | 7.32 CHF | 54'100 | 54'100 | 24'035 | 24'035 | 179'698 CHF | 180'179 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 7.54 CHF | 7.56 CHF | 52'700 | 52'700 | 23'538 | 23'538 | 178'393 CHF | 178'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 7.79 CHF | 7.81 CHF | 54'900 | 54'900 | 24'510 | 24'510 | 184'225 CHF | 184'717 CHF | 99.33% | 99.33% |