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% | 6.18 CHF | 6.20 CHF | 56'000 | 56'000 | 55'114 | 55'114 | 344'375 CHF | 345'477 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 6.00 CHF | 6.02 CHF | 57'000 | 57'000 | 56'964 | 56'964 | 340'115 CHF | 341'254 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 6.04 CHF | 6.06 CHF | 56'000 | 56'000 | 56'881 | 56'881 | 341'616 CHF | 342'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 6.03 CHF | 6.05 CHF | 57'000 | 57'000 | 56'103 | 56'103 | 340'380 CHF | 341'502 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 6.11 CHF | 6.13 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 342'743 CHF | 343'863 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 56'000 | 56'000 | 55'681 | 55'681 | 344'266 CHF | 345'380 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 6.18 CHF | 6.20 CHF | 56'000 | 56'000 | 55'081 | 55'081 | 347'020 CHF | 348'122 CHF | 99.85% | 99.85% |
11.11.2024 | 0.31% | 6.41 CHF | 6.43 CHF | 54'000 | 54'000 | 54'015 | 54'015 | 346'570 CHF | 347'650 CHF | 99.68% | 99.68% |
08.11.2024 | 0.32% | 6.29 CHF | 6.31 CHF | 55'000 | 55'000 | 55'025 | 55'025 | 344'367 CHF | 345'468 CHF | 98.78% | 98.78% |
07.11.2024 | 0.32% | 6.28 CHF | 6.30 CHF | 55'000 | 55'000 | 55'021 | 55'021 | 346'046 CHF | 347'146 CHF | 100.00% | 100.00% |