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 | 0.23% | 6.64 CHF | 6.65 CHF | 82'000 | 82'000 | 40'058 | 40'058 | 271'415 CHF | 271'969 CHF | 99.90% | 99.90% |
19.11.2024 | 0.23% | 6.69 CHF | 6.70 CHF | 82'000 | 82'000 | 40'105 | 40'105 | 269'497 CHF | 270'051 CHF | 99.98% | 99.98% |
18.11.2024 | 0.23% | 6.88 CHF | 6.89 CHF | 81'000 | 81'000 | 39'451 | 39'451 | 264'693 CHF | 265'245 CHF | 99.69% | 99.69% |
15.11.2024 | 0.23% | 6.51 CHF | 6.52 CHF | 83'000 | 83'000 | 40'287 | 40'287 | 267'524 CHF | 268'080 CHF | 99.98% | 99.98% |
14.11.2024 | 0.22% | 6.85 CHF | 6.86 CHF | 81'000 | 81'000 | 38'564 | 38'564 | 267'972 CHF | 268'501 CHF | 99.98% | 99.98% |
13.11.2024 | 0.22% | 7.04 CHF | 7.05 CHF | 80'000 | 80'000 | 38'782 | 38'782 | 276'849 CHF | 277'385 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 7.23 CHF | 7.24 CHF | 79'000 | 79'000 | 37'762 | 37'762 | 278'378 CHF | 278'898 CHF | 99.99% | 99.99% |
11.11.2024 | 0.21% | 7.47 CHF | 7.48 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 278'374 CHF | 278'884 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 7.63 CHF | 7.64 CHF | 77'000 | 77'000 | 36'586 | 36'586 | 279'546 CHF | 280'048 CHF | 99.76% | 99.76% |
07.11.2024 | 0.21% | 7.52 CHF | 7.53 CHF | 77'000 | 77'000 | 38'192 | 38'192 | 284'120 CHF | 284'650 CHF | 100.00% | 100.00% |