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% | 6.86 CHF | 6.87 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 665'390 CHF | 666'381 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 100'000 | 100'000 | 99'048 | 99'044 | 663'123 CHF | 664'084 CHF | 98.67% | 98.67% |
18.11.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 637'544 CHF | 638'536 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 619'605 CHF | 620'605 CHF | 70.86% | 70.86% |
14.11.2024 | 0.17% | 6.23 CHF | 6.24 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 603'380 CHF | 604'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 646'169 CHF | 647'161 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 640'195 CHF | 641'187 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 682'258 CHF | 683'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 711'256 CHF | 712'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.24 CHF | 7.25 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 700'320 CHF | 701'312 CHF | 100.00% | 100.00% |