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% | 6.21 CHF | 6.22 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 450'606 CHF | 451'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 448'205 CHF | 448'942 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 448'949 CHF | 449'686 CHF | 100.00% | 100.00% |
15.11.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 74'000 | 74'000 | 73'655 | 73'655 | 450'003 CHF | 450'740 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 446'956 CHF | 447'679 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 449'477 CHF | 450'213 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 448'969 CHF | 449'686 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 454'730 CHF | 455'447 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 451'308 CHF | 452'025 CHF | 99.18% | 99.18% |
07.11.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 447'381 CHF | 448'106 CHF | 100.00% | 100.00% |