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% | 6.40 CHF | 6.41 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 464'154 CHF | 464'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 462'105 CHF | 462'842 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 462'879 CHF | 463'616 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 463'963 CHF | 464'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 460'637 CHF | 461'360 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 463'399 CHF | 464'135 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.43 CHF | 6.44 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 462'495 CHF | 463'212 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 468'280 CHF | 468'997 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.48 CHF | 6.49 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 464'916 CHF | 465'633 CHF | 99.18% | 99.18% |
07.11.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 461'146 CHF | 461'870 CHF | 100.00% | 100.00% |