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% | 6.44 CHF | 6.45 CHF | 72'000 | 72'000 | 71'811 | 71'811 | 467'313 CHF | 468'031 CHF | 99.90% | 99.90% |
19.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 465'260 CHF | 465'997 CHF | 99.90% | 99.90% |
18.11.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 466'056 CHF | 466'793 CHF | 99.97% | 99.97% |
15.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 74'000 | 74'000 | 73'654 | 73'654 | 467'140 CHF | 467'876 CHF | 99.71% | 99.71% |
14.11.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 72'000 | 72'000 | 72'310 | 72'310 | 463'765 CHF | 464'488 CHF | 99.79% | 99.79% |
13.11.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 74'000 | 74'000 | 73'562 | 73'562 | 466'587 CHF | 467'323 CHF | 99.88% | 99.88% |
12.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 465'662 CHF | 466'379 CHF | 99.98% | 99.98% |
11.11.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 471'462 CHF | 472'179 CHF | 99.98% | 99.98% |
08.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 468'058 CHF | 468'775 CHF | 99.20% | 99.20% |
07.11.2024 | 0.16% | 6.49 CHF | 6.50 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 464'333 CHF | 465'057 CHF | 99.98% | 99.98% |