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 | 0.30% | 6.58 CHF | 6.60 CHF | 56'000 | 56'000 | 55'113 | 55'113 | 365'901 CHF | 367'003 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 6.40 CHF | 6.42 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 362'595 CHF | 363'735 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 6.43 CHF | 6.45 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 364'012 CHF | 365'149 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 6.42 CHF | 6.44 CHF | 57'000 | 57'000 | 56'104 | 56'104 | 362'412 CHF | 363'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 6.50 CHF | 6.52 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 364'703 CHF | 365'823 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 6.56 CHF | 6.58 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 366'055 CHF | 367'169 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 6.57 CHF | 6.59 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 368'522 CHF | 369'623 CHF | 99.85% | 99.85% |
11.11.2024 | 0.29% | 6.80 CHF | 6.82 CHF | 54'000 | 54'000 | 54'014 | 54'014 | 367'594 CHF | 368'675 CHF | 99.67% | 99.67% |
08.11.2024 | 0.30% | 6.68 CHF | 6.70 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 365'863 CHF | 366'964 CHF | 98.78% | 98.78% |
07.11.2024 | 0.30% | 6.67 CHF | 6.69 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 367'477 CHF | 368'577 CHF | 100.00% | 100.00% |