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 | 0.31% | 6.42 CHF | 6.44 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 357'099 CHF | 358'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 6.23 CHF | 6.25 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 353'326 CHF | 354'465 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 6.27 CHF | 6.29 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 354'759 CHF | 355'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.26 CHF | 6.28 CHF | 57'000 | 57'000 | 56'104 | 56'104 | 353'339 CHF | 354'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 6.34 CHF | 6.36 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 355'737 CHF | 356'857 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 6.40 CHF | 6.42 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 357'120 CHF | 358'233 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 6.41 CHF | 6.43 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 359'750 CHF | 360'851 CHF | 99.85% | 99.85% |
11.11.2024 | 0.30% | 6.64 CHF | 6.66 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 359'051 CHF | 360'131 CHF | 99.68% | 99.68% |
08.11.2024 | 0.31% | 6.52 CHF | 6.54 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 357'067 CHF | 358'167 CHF | 98.79% | 98.79% |
07.11.2024 | 0.31% | 6.51 CHF | 6.53 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 358'701 CHF | 359'801 CHF | 100.00% | 100.00% |