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% | 6.52 CHF | 6.54 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 271'128 CHF | 271'948 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 6.54 CHF | 6.56 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 268'444 CHF | 269'264 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 6.77 CHF | 6.79 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 271'923 CHF | 272'732 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 6.69 CHF | 6.71 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 271'887 CHF | 272'691 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 6.76 CHF | 6.78 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 270'503 CHF | 271'320 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 6.46 CHF | 6.48 CHF | 41'000 | 41'000 | 41'754 | 41'754 | 267'328 CHF | 268'163 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 6.27 CHF | 6.29 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 266'402 CHF | 267'225 CHF | 99.87% | 99.87% |
11.11.2024 | 0.29% | 6.76 CHF | 6.78 CHF | 40'000 | 40'000 | 40'034 | 40'034 | 271'723 CHF | 272'523 CHF | 99.70% | 99.70% |
08.11.2024 | 0.31% | 6.68 CHF | 6.70 CHF | 41'000 | 41'000 | 39'121 | 39'121 | 267'548 CHF | 268'351 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 7.49 CHF | 7.51 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 293'077 CHF | 293'859 CHF | 100.00% | 100.00% |