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 | 0.50% | 6.27 CHF | 6.28 CHF | 29'000 | 29'000 | 13'415 | 13'415 | 83'903 CHF | 84'221 CHF | 99.34% | 99.34% |
19.11.2024 | 0.50% | 6.24 CHF | 6.25 CHF | 29'000 | 29'000 | 13'398 | 13'398 | 83'542 CHF | 83'860 CHF | 99.92% | 99.92% |
18.11.2024 | 0.48% | 6.38 CHF | 6.39 CHF | 29'000 | 29'000 | 13'404 | 13'404 | 86'082 CHF | 86'400 CHF | 99.80% | 99.80% |
15.11.2024 | 0.49% | 6.46 CHF | 6.47 CHF | 29'000 | 29'000 | 13'406 | 13'406 | 85'352 CHF | 85'672 CHF | 99.72% | 99.72% |
14.11.2024 | 0.48% | 6.50 CHF | 6.51 CHF | 29'000 | 29'000 | 12'960 | 12'960 | 84'799 CHF | 85'100 CHF | 98.35% | 98.35% |
13.11.2024 | 0.48% | 6.59 CHF | 6.60 CHF | 28'000 | 28'000 | 13'337 | 13'337 | 86'464 CHF | 86'782 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 6.46 CHF | 6.47 CHF | 29'000 | 29'000 | 13'137 | 13'137 | 85'889 CHF | 86'195 CHF | 99.88% | 99.88% |
11.11.2024 | 0.49% | 6.56 CHF | 6.57 CHF | 29'000 | 29'000 | 13'145 | 13'145 | 85'810 CHF | 86'124 CHF | 99.90% | 99.90% |
08.11.2024 | 0.50% | 6.39 CHF | 6.40 CHF | 29'000 | 29'000 | 13'577 | 13'577 | 84'702 CHF | 85'022 CHF | 98.52% | 98.52% |
07.11.2024 | 0.48% | 6.24 CHF | 6.25 CHF | 30'000 | 30'000 | 13'458 | 13'458 | 85'771 CHF | 86'090 CHF | 100.00% | 100.00% |