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 | 0.45% | 6.76 CHF | 6.79 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 179'805 CHF | 180'615 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 6.71 CHF | 6.74 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 182'643 CHF | 183'453 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 6.74 CHF | 6.77 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 182'515 CHF | 183'325 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 6.73 CHF | 6.76 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 179'681 CHF | 180'491 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 6.48 CHF | 6.51 CHF | 27'000 | 27'000 | 26'988 | 26'988 | 178'260 CHF | 179'070 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 6.80 CHF | 6.83 CHF | 27'000 | 27'000 | 27'105 | 27'105 | 184'835 CHF | 185'648 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 6.74 CHF | 6.77 CHF | 27'000 | 27'000 | 27'000 | 27'000 | 179'556 CHF | 180'366 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 6.41 CHF | 6.44 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 165'610 CHF | 166'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 6.51 CHF | 6.54 CHF | 27'000 | 27'000 | 26'363 | 26'363 | 170'122 CHF | 170'913 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 6.28 CHF | 6.31 CHF | 26'000 | 26'000 | 26'000 | 26'000 | 161'376 CHF | 162'156 CHF | 100.00% | 100.00% |