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% | 6.58 CHF | 6.59 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 477'161 CHF | 477'879 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 475'435 CHF | 476'172 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 476'264 CHF | 477'001 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.41 CHF | 6.42 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 477'356 CHF | 478'092 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 473'782 CHF | 474'506 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 476'734 CHF | 477'470 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 72'000 | 72'000 | 71'704 | 71'704 | 475'527 CHF | 476'244 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 481'320 CHF | 482'037 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 477'943 CHF | 478'660 CHF | 99.18% | 99.18% |
07.11.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 474'398 CHF | 475'122 CHF | 100.00% | 100.00% |