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 | 0.32% | 6.29 CHF | 6.31 CHF | 43'100 | 43'100 | 42'439 | 42'439 | 268'646 CHF | 269'495 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 6.58 CHF | 6.60 CHF | 42'000 | 42'000 | 43'627 | 43'627 | 284'227 CHF | 285'100 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 6.32 CHF | 6.34 CHF | 44'700 | 44'700 | 44'580 | 44'580 | 277'949 CHF | 278'841 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 6.17 CHF | 6.19 CHF | 44'600 | 44'600 | 44'906 | 44'906 | 276'815 CHF | 277'713 CHF | 98.67% | 98.67% |
14.11.2024 | 0.33% | 6.21 CHF | 6.23 CHF | 45'100 | 45'100 | 42'618 | 42'618 | 260'313 CHF | 261'165 CHF | 99.91% | 99.91% |
13.11.2024 | 0.30% | 6.50 CHF | 6.52 CHF | 41'000 | 41'000 | 40'700 | 40'700 | 267'922 CHF | 268'736 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 6.66 CHF | 6.68 CHF | 40'500 | 40'500 | 40'079 | 40'079 | 267'536 CHF | 268'338 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 6.81 CHF | 6.83 CHF | 39'800 | 39'800 | 37'395 | 37'395 | 256'660 CHF | 257'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 7.34 CHF | 7.36 CHF | 35'800 | 35'800 | 36'583 | 36'583 | 274'695 CHF | 275'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 7.51 CHF | 7.53 CHF | 37'100 | 37'100 | 37'523 | 37'523 | 273'616 CHF | 274'367 CHF | 100.00% | 100.00% |