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 | 0.60% | 6.24 CHF | 6.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 317'191 CHF | 319'091 CHF | 99.28% | 99.28% |
19.11.2024 | 0.61% | 6.23 CHF | 6.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 309'266 CHF | 311'166 CHF | 98.46% | 98.46% |
18.11.2024 | 0.80% | 6.29 CHF | 6.33 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 272'747 CHF | 274'651 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 6.45 CHF | 6.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 322'943 CHF | 324'843 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 6.50 CHF | 6.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 324'036 CHF | 325'936 CHF | 99.22% | 99.22% |
13.11.2024 | 0.61% | 6.37 CHF | 6.41 CHF | 50'000 | 50'000 | 49'438 | 49'438 | 313'315 CHF | 315'219 CHF | 97.43% | 97.43% |
12.11.2024 | 0.59% | 6.32 CHF | 6.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 323'746 CHF | 325'646 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 6.62 CHF | 6.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 329'713 CHF | 331'638 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 6.44 CHF | 6.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 321'972 CHF | 323'872 CHF | 96.01% | 96.01% |
07.11.2024 | 0.63% | 6.49 CHF | 6.53 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 314'300 CHF | 316'201 CHF | 98.73% | 98.73% |