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 | 0.29% | 6.77 CHF | 6.79 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 281'189 CHF | 282'008 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 6.78 CHF | 6.80 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 278'496 CHF | 279'316 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 7.01 CHF | 7.03 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 281'824 CHF | 282'634 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 6.93 CHF | 6.95 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 281'726 CHF | 282'529 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 7.00 CHF | 7.02 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 280'521 CHF | 281'338 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 6.71 CHF | 6.73 CHF | 41'000 | 41'000 | 41'753 | 41'753 | 277'601 CHF | 278'436 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 6.51 CHF | 6.53 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 276'504 CHF | 277'327 CHF | 99.85% | 99.85% |
11.11.2024 | 0.28% | 7.01 CHF | 7.03 CHF | 40'000 | 40'000 | 40'034 | 40'034 | 281'468 CHF | 282'268 CHF | 99.68% | 99.68% |
08.11.2024 | 0.30% | 6.93 CHF | 6.95 CHF | 41'000 | 41'000 | 39'121 | 39'121 | 277'100 CHF | 277'903 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 7.73 CHF | 7.75 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 302'526 CHF | 303'309 CHF | 100.00% | 100.00% |