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 | 0.14% | 6.91 CHF | 6.92 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 501'032 CHF | 501'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 499'908 CHF | 500'645 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 500'825 CHF | 501'562 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 501'910 CHF | 502'647 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 497'847 CHF | 498'570 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 501'263 CHF | 501'999 CHF | 100.00% | 100.00% |
12.11.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 72'000 | 72'000 | 71'704 | 71'704 | 499'392 CHF | 500'109 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 505'195 CHF | 505'912 CHF | 100.00% | 100.00% |
08.11.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 501'863 CHF | 502'580 CHF | 99.18% | 99.18% |
07.11.2024 | 0.15% | 6.96 CHF | 6.97 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 498'627 CHF | 499'351 CHF | 100.00% | 100.00% |