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% | 6.98 CHF | 6.99 CHF | 276'600 | 276'600 | 277'618 | 277'618 | 1'906'220 CHF | 1'908'990 CHF | 99.42% | 99.42% |
19.11.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 278'400 | 278'400 | 276'113 | 276'113 | 1'873'130 CHF | 1'875'890 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 274'600 | 274'600 | 277'292 | 277'292 | 1'903'380 CHF | 1'906'150 CHF | 98.76% | 98.76% |
15.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 279'200 | 279'200 | 275'727 | 275'727 | 1'888'590 CHF | 1'891'340 CHF | 98.67% | 98.67% |
14.11.2024 | 0.14% | 6.82 CHF | 6.83 CHF | 273'600 | 273'600 | 282'183 | 282'183 | 1'958'690 CHF | 1'961'510 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 288'000 | 288'000 | 286'920 | 286'920 | 1'906'940 CHF | 1'909'810 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 286'200 | 286'200 | 289'446 | 289'446 | 1'916'520 CHF | 1'919'410 CHF | 99.78% | 99.78% |
11.11.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 291'600 | 291'600 | 303'516 | 303'516 | 1'964'210 CHF | 1'967'250 CHF | 99.72% | 99.72% |
08.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 311'400 | 311'400 | 311'758 | 311'758 | 1'905'880 CHF | 1'909'000 CHF | 99.15% | 99.15% |
07.11.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 312'000 | 312'000 | 303'704 | 303'704 | 1'855'330 CHF | 1'858'370 CHF | 99.96% | 99.96% |