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 | 0.16% | 6.18 CHF | 6.19 CHF | 107'800 | 107'800 | 107'079 | 107'079 | 663'370 CHF | 664'440 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 106'600 | 106'600 | 108'408 | 108'408 | 679'287 CHF | 680'371 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 109'700 | 109'700 | 109'580 | 109'580 | 674'451 CHF | 675'547 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 109'600 | 109'600 | 109'967 | 109'967 | 673'741 CHF | 674'841 CHF | 98.67% | 98.67% |
14.11.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 110'200 | 110'200 | 107'476 | 107'476 | 656'074 CHF | 657'148 CHF | 99.91% | 99.91% |
13.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 105'700 | 105'700 | 105'279 | 105'279 | 661'554 CHF | 662'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 105'000 | 105'000 | 104'579 | 104'579 | 660'814 CHF | 661'859 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 104'300 | 104'300 | 101'414 | 101'414 | 647'945 CHF | 648'959 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 99'500 | 99'500 | 100'524 | 100'524 | 664'979 CHF | 665'984 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 101'200 | 101'200 | 101'684 | 101'684 | 664'747 CHF | 665'764 CHF | 100.00% | 100.00% |