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% | 6.70 CHF | 6.71 CHF | 29'000 | 29'000 | 13'415 | 13'415 | 89'649 CHF | 89'968 CHF | 99.33% | 99.33% |
19.11.2024 | 0.47% | 6.67 CHF | 6.68 CHF | 29'000 | 29'000 | 13'388 | 13'388 | 89'194 CHF | 89'511 CHF | 99.86% | 99.86% |
18.11.2024 | 0.45% | 6.81 CHF | 6.82 CHF | 29'000 | 29'000 | 13'403 | 13'403 | 91'816 CHF | 92'135 CHF | 99.80% | 99.80% |
15.11.2024 | 0.46% | 6.88 CHF | 6.89 CHF | 29'000 | 29'000 | 13'406 | 13'406 | 91'098 CHF | 91'417 CHF | 99.72% | 99.72% |
14.11.2024 | 0.45% | 6.93 CHF | 6.94 CHF | 29'000 | 29'000 | 12'959 | 12'959 | 90'333 CHF | 90'634 CHF | 98.44% | 98.44% |
13.11.2024 | 0.45% | 7.02 CHF | 7.03 CHF | 28'000 | 28'000 | 13'339 | 13'339 | 92'157 CHF | 92'475 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 6.88 CHF | 6.89 CHF | 29'000 | 29'000 | 13'137 | 13'137 | 91'455 CHF | 91'762 CHF | 99.90% | 99.90% |
11.11.2024 | 0.46% | 6.98 CHF | 6.99 CHF | 29'000 | 29'000 | 13'145 | 13'145 | 91'367 CHF | 91'681 CHF | 99.90% | 99.90% |
08.11.2024 | 0.47% | 6.82 CHF | 6.83 CHF | 29'000 | 29'000 | 13'577 | 13'577 | 90'421 CHF | 90'741 CHF | 98.52% | 98.52% |
07.11.2024 | 0.45% | 6.66 CHF | 6.67 CHF | 30'000 | 30'000 | 13'456 | 13'456 | 91'421 CHF | 91'739 CHF | 100.00% | 100.00% |