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 | 0.15% | 6.51 CHF | 6.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 326'050 CHF | 326'550 CHF | 99.37% | 99.37% |
19.11.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'827 CHF | 328'327 CHF | 99.30% | 99.30% |
18.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'373 CHF | 327'873 CHF | 99.30% | 99.30% |
15.11.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'732 CHF | 328'232 CHF | 99.39% | 99.39% |
14.11.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 329'498 CHF | 329'998 CHF | 99.37% | 99.37% |
13.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 326'978 CHF | 327'478 CHF | 99.36% | 99.36% |
12.11.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'499 CHF | 327'999 CHF | 99.10% | 99.10% |
11.11.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'025 CHF | 327'525 CHF | 99.29% | 99.29% |
08.11.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 331'104 CHF | 331'604 CHF | 99.39% | 99.39% |
07.11.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 334'606 CHF | 335'106 CHF | 99.29% | 99.29% |