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% | 6.47 CHF | 6.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 964'143 CHF | 965'643 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 982'559 CHF | 984'059 CHF | 99.93% | 99.93% |
18.11.2024 | 0.16% | 6.54 CHF | 6.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 957'488 CHF | 958'988 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 940'114 CHF | 941'614 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 6.19 CHF | 6.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 905'394 CHF | 906'894 CHF | 99.79% | 99.79% |
13.11.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 955'706 CHF | 957'206 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 927'986 CHF | 929'486 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 965'521 CHF | 967'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 988'028 CHF | 989'528 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 150'000 | 150'000 | 149'993 | 149'993 | 980'596 CHF | 982'096 CHF | 99.46% | 99.46% |