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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 37'000 | 37'000 | 37'021 | 37'021 | 245'813 CHF | 246'184 CHF | 99.98% | 99.98% |
20.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 39'500 | 39'500 | 38'856 | 38'856 | 245'592 CHF | 245'981 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 39'500 | 39'500 | 39'171 | 39'171 | 245'909 CHF | 246'301 CHF | 98.92% | 98.92% |
18.11.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 39'500 | 39'500 | 39'204 | 39'204 | 245'671 CHF | 246'064 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 39'500 | 39'500 | 39'905 | 39'905 | 248'222 CHF | 248'621 CHF | 72.11% | 72.11% |
14.11.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 40'000 | 40'000 | 40'090 | 40'090 | 245'642 CHF | 246'044 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 41'000 | 41'000 | 40'730 | 40'730 | 246'008 CHF | 246'415 CHF | 99.57% | 99.57% |
12.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 41'500 | 41'500 | 40'766 | 40'766 | 245'980 CHF | 246'388 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 40'500 | 40'500 | 40'121 | 40'121 | 246'097 CHF | 246'499 CHF | 100.00% | 100.00% |
08.11.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 41'500 | 41'500 | 41'002 | 41'002 | 246'638 CHF | 247'049 CHF | 100.00% | 100.00% |