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 | 0.47% | 6.61 CHF | 6.62 CHF | 29'000 | 29'000 | 13'425 | 13'425 | 88'499 CHF | 88'818 CHF | 99.44% | 99.44% |
19.11.2024 | 0.47% | 6.58 CHF | 6.59 CHF | 29'000 | 29'000 | 13'414 | 13'414 | 88'163 CHF | 88'481 CHF | 98.09% | 98.09% |
18.11.2024 | 0.46% | 6.72 CHF | 6.73 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 90'671 CHF | 90'989 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 6.79 CHF | 6.80 CHF | 29'000 | 29'000 | 13'439 | 13'439 | 90'111 CHF | 90'430 CHF | 99.33% | 99.33% |
14.11.2024 | 0.45% | 6.84 CHF | 6.85 CHF | 29'000 | 29'000 | 13'023 | 13'023 | 89'621 CHF | 89'923 CHF | 97.65% | 97.65% |
13.11.2024 | 0.46% | 6.93 CHF | 6.94 CHF | 28'000 | 28'000 | 13'282 | 13'282 | 90'598 CHF | 90'915 CHF | 99.59% | 99.59% |
12.11.2024 | 0.45% | 6.79 CHF | 6.80 CHF | 29'000 | 29'000 | 13'154 | 13'154 | 90'417 CHF | 90'724 CHF | 99.45% | 99.45% |
11.11.2024 | 0.46% | 6.89 CHF | 6.90 CHF | 29'000 | 29'000 | 13'151 | 13'151 | 90'255 CHF | 90'568 CHF | 99.22% | 99.22% |
08.11.2024 | 0.48% | 6.73 CHF | 6.74 CHF | 29'000 | 29'000 | 13'514 | 13'514 | 88'797 CHF | 89'116 CHF | 98.12% | 98.12% |
07.11.2024 | 0.46% | 6.57 CHF | 6.58 CHF | 30'000 | 30'000 | 13'460 | 13'460 | 90'262 CHF | 90'581 CHF | 99.66% | 99.66% |