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% | 6.48 CHF | 6.49 CHF | 82'000 | 82'000 | 40'056 | 40'056 | 264'662 CHF | 265'216 CHF | 99.89% | 99.89% |
19.11.2024 | 0.24% | 6.53 CHF | 6.54 CHF | 82'000 | 82'000 | 40'104 | 40'104 | 262'790 CHF | 263'344 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 6.71 CHF | 6.72 CHF | 81'000 | 81'000 | 39'509 | 39'509 | 258'416 CHF | 258'968 CHF | 99.85% | 99.85% |
15.11.2024 | 0.24% | 6.34 CHF | 6.35 CHF | 83'000 | 83'000 | 40'291 | 40'291 | 260'728 CHF | 261'284 CHF | 99.99% | 99.99% |
14.11.2024 | 0.23% | 6.69 CHF | 6.70 CHF | 81'000 | 81'000 | 38'567 | 38'567 | 261'517 CHF | 262'047 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 6.87 CHF | 6.88 CHF | 80'000 | 80'000 | 38'781 | 38'781 | 270'360 CHF | 270'895 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 7.06 CHF | 7.07 CHF | 79'000 | 79'000 | 37'758 | 37'758 | 272'099 CHF | 272'619 CHF | 99.99% | 99.99% |
11.11.2024 | 0.21% | 7.31 CHF | 7.32 CHF | 77'000 | 77'000 | 37'181 | 37'181 | 272'245 CHF | 272'755 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 7.47 CHF | 7.48 CHF | 77'000 | 77'000 | 36'622 | 36'622 | 273'845 CHF | 274'347 CHF | 99.85% | 99.85% |
07.11.2024 | 0.22% | 7.36 CHF | 7.37 CHF | 77'000 | 77'000 | 38'193 | 38'193 | 277'851 CHF | 278'380 CHF | 100.00% | 100.00% |