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 | 0.46% | 6.84 CHF | 6.85 CHF | 29'000 | 29'000 | 13'431 | 13'431 | 91'615 CHF | 91'934 CHF | 99.44% | 99.44% |
19.11.2024 | 0.46% | 6.81 CHF | 6.82 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 91'219 CHF | 91'537 CHF | 98.20% | 98.20% |
18.11.2024 | 0.44% | 6.95 CHF | 6.96 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 93'749 CHF | 94'067 CHF | 99.68% | 99.68% |
15.11.2024 | 0.45% | 7.02 CHF | 7.03 CHF | 29'000 | 29'000 | 13'439 | 13'439 | 93'201 CHF | 93'520 CHF | 99.33% | 99.33% |
14.11.2024 | 0.44% | 7.07 CHF | 7.08 CHF | 29'000 | 29'000 | 13'024 | 13'024 | 92'619 CHF | 92'921 CHF | 97.61% | 97.61% |
13.11.2024 | 0.45% | 7.16 CHF | 7.17 CHF | 28'000 | 28'000 | 13'285 | 13'285 | 93'648 CHF | 93'966 CHF | 99.33% | 99.33% |
12.11.2024 | 0.43% | 7.02 CHF | 7.03 CHF | 29'000 | 29'000 | 13'161 | 13'161 | 93'461 CHF | 93'768 CHF | 99.50% | 99.50% |
11.11.2024 | 0.45% | 7.12 CHF | 7.13 CHF | 29'000 | 29'000 | 13'151 | 13'151 | 93'253 CHF | 93'566 CHF | 99.22% | 99.22% |
08.11.2024 | 0.46% | 6.95 CHF | 6.96 CHF | 29'000 | 29'000 | 13'532 | 13'532 | 91'963 CHF | 92'283 CHF | 97.97% | 97.97% |
07.11.2024 | 0.45% | 6.80 CHF | 6.81 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 93'272 CHF | 93'591 CHF | 100.00% | 100.00% |