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 | 0.16% | 6.09 CHF | 6.10 CHF | 42'000 | 42'000 | 41'326 | 41'326 | 253'127 CHF | 253'541 CHF | 99.42% | 99.42% |
19.11.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 42'000 | 42'000 | 42'165 | 42'165 | 252'930 CHF | 253'351 CHF | 97.93% | 97.93% |
18.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 41'000 | 41'000 | 40'509 | 40'509 | 255'329 CHF | 255'734 CHF | 99.88% | 99.88% |
15.11.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 40'000 | 40'000 | 39'055 | 39'055 | 251'756 CHF | 252'146 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 39'000 | 39'000 | 39'051 | 39'051 | 250'995 CHF | 251'385 CHF | 98.55% | 98.55% |
13.11.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 40'000 | 40'000 | 39'825 | 39'825 | 252'267 CHF | 252'665 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 40'000 | 40'000 | 39'776 | 39'776 | 252'310 CHF | 252'708 CHF | 99.89% | 99.89% |
11.11.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 252'204 CHF | 252'603 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 40'000 | 40'000 | 40'270 | 40'270 | 250'377 CHF | 250'780 CHF | 98.60% | 98.60% |
07.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 40'000 | 40'000 | 39'756 | 39'756 | 252'175 CHF | 252'573 CHF | 100.00% | 100.00% |