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 | 0.51% | 6.15 CHF | 6.16 CHF | 29'000 | 29'000 | 13'430 | 13'430 | 82'380 CHF | 82'698 CHF | 99.44% | 99.44% |
19.11.2024 | 0.51% | 6.12 CHF | 6.13 CHF | 29'000 | 29'000 | 13'558 | 13'558 | 82'919 CHF | 83'238 CHF | 97.48% | 97.48% |
18.11.2024 | 0.49% | 6.26 CHF | 6.27 CHF | 29'000 | 29'000 | 13'412 | 13'412 | 84'525 CHF | 84'844 CHF | 99.68% | 99.68% |
15.11.2024 | 0.50% | 6.34 CHF | 6.35 CHF | 29'000 | 29'000 | 13'439 | 13'439 | 83'949 CHF | 84'269 CHF | 99.33% | 99.33% |
14.11.2024 | 0.48% | 6.38 CHF | 6.39 CHF | 29'000 | 29'000 | 13'024 | 13'024 | 83'656 CHF | 83'958 CHF | 97.70% | 97.70% |
13.11.2024 | 0.49% | 6.48 CHF | 6.49 CHF | 28'000 | 28'000 | 13'286 | 13'286 | 84'555 CHF | 84'873 CHF | 99.33% | 99.33% |
12.11.2024 | 0.48% | 6.34 CHF | 6.35 CHF | 29'000 | 29'000 | 13'105 | 13'105 | 84'114 CHF | 84'421 CHF | 99.11% | 99.11% |
11.11.2024 | 0.49% | 6.44 CHF | 6.45 CHF | 29'000 | 29'000 | 13'151 | 13'151 | 84'297 CHF | 84'610 CHF | 99.22% | 99.22% |
08.11.2024 | 0.51% | 6.28 CHF | 6.29 CHF | 29'000 | 29'000 | 13'514 | 13'514 | 82'718 CHF | 83'037 CHF | 98.12% | 98.12% |
07.11.2024 | 0.49% | 6.12 CHF | 6.13 CHF | 30'000 | 30'000 | 13'461 | 13'461 | 84'204 CHF | 84'523 CHF | 99.66% | 99.66% |