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% | 6.71 CHF | 6.72 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 487'023 CHF | 487'741 CHF | 100.00% | 100.00% |
19.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 485'539 CHF | 486'276 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 486'358 CHF | 487'095 CHF | 100.00% | 100.00% |
15.11.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 487'487 CHF | 488'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 483'698 CHF | 484'421 CHF | 100.00% | 100.00% |
13.11.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 486'880 CHF | 487'616 CHF | 100.00% | 100.00% |
12.11.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 485'358 CHF | 486'075 CHF | 100.00% | 100.00% |
11.11.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 491'171 CHF | 491'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 487'821 CHF | 488'538 CHF | 99.18% | 99.18% |
07.11.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 484'373 CHF | 485'097 CHF | 100.00% | 100.00% |