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 | 0.16% | 6.32 CHF | 6.33 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'332 CHF | 64'432 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 64'045 CHF | 64'145 CHF | 99.87% | 99.87% |
18.11.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 163'687 CHF | 163'937 CHF | 99.92% | 99.92% |
15.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 168'355 CHF | 168'605 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 168'502 CHF | 168'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 169'484 CHF | 169'734 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 170'727 CHF | 170'977 CHF | 99.71% | 99.71% |
11.11.2024 | 0.14% | 6.97 CHF | 6.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 175'074 CHF | 175'324 CHF | 99.91% | 99.91% |
08.11.2024 | 0.14% | 6.81 CHF | 6.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 172'983 CHF | 173'233 CHF | 100.00% | 100.00% |
07.11.2024 | 0.14% | 7.00 CHF | 7.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 174'790 CHF | 175'040 CHF | 99.90% | 99.90% |