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 | 0.29% | 6.76 CHF | 6.78 CHF | 49'700 | 49'700 | 49'099 | 49'099 | 333'589 CHF | 334'571 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 7.00 CHF | 7.02 CHF | 48'700 | 48'700 | 50'267 | 50'267 | 349'445 CHF | 350'450 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 6.78 CHF | 6.80 CHF | 51'300 | 51'300 | 51'180 | 51'180 | 343'395 CHF | 344'419 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 6.65 CHF | 6.67 CHF | 51'200 | 51'200 | 51'506 | 51'506 | 342'463 CHF | 343'494 CHF | 98.67% | 98.67% |
14.11.2024 | 0.30% | 6.69 CHF | 6.71 CHF | 51'700 | 51'700 | 49'400 | 49'400 | 326'070 CHF | 327'058 CHF | 99.91% | 99.91% |
13.11.2024 | 0.29% | 6.93 CHF | 6.95 CHF | 47'900 | 47'900 | 47'540 | 47'540 | 332'943 CHF | 333'894 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 7.07 CHF | 7.09 CHF | 47'300 | 47'300 | 46'939 | 46'939 | 332'439 CHF | 333'378 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 7.19 CHF | 7.21 CHF | 46'700 | 46'700 | 44'355 | 44'355 | 321'166 CHF | 322'053 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 7.64 CHF | 7.66 CHF | 42'900 | 42'900 | 43'683 | 43'683 | 339'613 CHF | 340'487 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 7.78 CHF | 7.80 CHF | 44'200 | 44'200 | 44'563 | 44'563 | 338'416 CHF | 339'308 CHF | 100.00% | 100.00% |