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 | 0.16% | 6.31 CHF | 6.32 CHF | 12'300 | 12'300 | 12'116 | 12'116 | 77'964 CHF | 78'085 CHF | 99.45% | 99.45% |
19.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 12'300 | 12'300 | 12'256 | 12'256 | 76'180 CHF | 76'303 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 12'400 | 12'400 | 12'349 | 12'349 | 77'308 CHF | 77'431 CHF | 99.88% | 99.88% |
15.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 12'400 | 12'400 | 12'347 | 12'347 | 77'285 CHF | 77'408 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 12'700 | 12'700 | 12'732 | 12'732 | 77'426 CHF | 77'553 CHF | 98.57% | 98.57% |
13.11.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 12'800 | 12'800 | 12'672 | 12'672 | 76'710 CHF | 76'837 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 12'100 | 12'100 | 11'832 | 11'832 | 74'686 CHF | 74'805 CHF | 99.88% | 99.88% |
11.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 12'300 | 12'300 | 12'238 | 12'238 | 81'892 CHF | 82'015 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 12'500 | 12'500 | 12'419 | 12'419 | 77'701 CHF | 77'825 CHF | 99.05% | 99.05% |
07.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 12'300 | 12'300 | 12'343 | 12'343 | 77'379 CHF | 77'502 CHF | 99.67% | 99.67% |