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% | 6.49 CHF | 6.51 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 361'393 CHF | 362'496 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 6.31 CHF | 6.33 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 357'563 CHF | 358'702 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 6.35 CHF | 6.37 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 359'062 CHF | 360'199 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 6.33 CHF | 6.35 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 357'617 CHF | 358'740 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 6.41 CHF | 6.43 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 359'972 CHF | 361'092 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 6.47 CHF | 6.49 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 361'423 CHF | 362'536 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 6.48 CHF | 6.50 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 364'068 CHF | 365'170 CHF | 99.85% | 99.85% |
11.11.2024 | 0.30% | 6.72 CHF | 6.74 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 363'352 CHF | 364'432 CHF | 99.64% | 99.64% |
08.11.2024 | 0.30% | 6.60 CHF | 6.62 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 361'390 CHF | 362'490 CHF | 98.68% | 98.68% |
07.11.2024 | 0.30% | 6.59 CHF | 6.61 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 363'015 CHF | 364'116 CHF | 100.00% | 100.00% |