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% | 6.68 CHF | 6.69 CHF | 72'000 | 72'000 | 71'811 | 71'811 | 484'691 CHF | 485'409 CHF | 99.84% | 99.84% |
19.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 74'000 | 74'000 | 73'694 | 73'694 | 483'107 CHF | 483'844 CHF | 99.38% | 99.38% |
18.11.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 483'925 CHF | 484'662 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 485'020 CHF | 485'757 CHF | 99.90% | 99.90% |
14.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 72'000 | 72'000 | 72'310 | 72'310 | 481'297 CHF | 482'020 CHF | 99.86% | 99.86% |
13.11.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 484'454 CHF | 485'189 CHF | 99.89% | 99.89% |
12.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 483'008 CHF | 483'725 CHF | 99.76% | 99.76% |
11.11.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 488'835 CHF | 489'552 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 485'473 CHF | 486'190 CHF | 99.20% | 99.20% |
07.11.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 481'972 CHF | 482'696 CHF | 100.00% | 100.00% |