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 | 0.32% | 6.25 CHF | 6.27 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 348'170 CHF | 349'272 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 6.07 CHF | 6.09 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 343'891 CHF | 345'031 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 6.11 CHF | 6.13 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 345'410 CHF | 346'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 344'152 CHF | 345'274 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 346'532 CHF | 347'652 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 6.23 CHF | 6.25 CHF | 56'000 | 56'000 | 55'680 | 55'680 | 348'060 CHF | 349'173 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 6.24 CHF | 6.26 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 350'850 CHF | 351'952 CHF | 99.85% | 99.85% |
11.11.2024 | 0.31% | 6.48 CHF | 6.50 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 350'388 CHF | 351'468 CHF | 99.73% | 99.73% |
08.11.2024 | 0.32% | 6.36 CHF | 6.38 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 348'151 CHF | 349'251 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 6.35 CHF | 6.37 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 349'808 CHF | 350'909 CHF | 100.00% | 100.00% |