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 | 0.14% | 6.87 CHF | 6.88 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 207'799 CHF | 208'099 CHF | 99.73% | 99.73% |
19.11.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 206'583 CHF | 206'883 CHF | 99.83% | 99.83% |
18.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 206'167 CHF | 206'467 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 204'886 CHF | 205'186 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 201'998 CHF | 202'298 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 199'370 CHF | 199'670 CHF | 99.93% | 99.93% |
12.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 199'137 CHF | 199'437 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 202'108 CHF | 202'408 CHF | 99.67% | 99.67% |
08.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 198'590 CHF | 198'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 202'226 CHF | 202'526 CHF | 99.70% | 99.70% |