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 | 0.31% | 6.31 CHF | 6.33 CHF | 41'000 | 41'000 | 40'993 | 40'993 | 262'216 CHF | 263'036 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 6.32 CHF | 6.34 CHF | 41'000 | 41'000 | 41'007 | 41'007 | 259'514 CHF | 260'334 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 6.55 CHF | 6.57 CHF | 40'000 | 40'000 | 40'480 | 40'480 | 263'074 CHF | 263'884 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 6.47 CHF | 6.49 CHF | 41'000 | 41'000 | 40'174 | 40'174 | 263'156 CHF | 263'960 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 6.54 CHF | 6.56 CHF | 40'000 | 40'000 | 40'838 | 40'838 | 261'645 CHF | 262'461 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 6.25 CHF | 6.27 CHF | 41'000 | 41'000 | 41'753 | 41'753 | 258'319 CHF | 259'154 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 6.05 CHF | 6.07 CHF | 42'000 | 42'000 | 41'164 | 41'164 | 257'426 CHF | 258'249 CHF | 99.85% | 99.85% |
11.11.2024 | 0.30% | 6.54 CHF | 6.56 CHF | 40'000 | 40'000 | 40'034 | 40'034 | 262'954 CHF | 263'754 CHF | 99.69% | 99.69% |
08.11.2024 | 0.32% | 6.46 CHF | 6.48 CHF | 41'000 | 41'000 | 39'103 | 39'103 | 258'961 CHF | 259'764 CHF | 98.81% | 98.81% |
07.11.2024 | 0.27% | 7.27 CHF | 7.29 CHF | 39'000 | 39'000 | 39'134 | 39'134 | 284'451 CHF | 285'234 CHF | 100.00% | 100.00% |