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% | 6.12 CHF | 6.13 CHF | 72'000 | 72'000 | 71'812 | 71'812 | 443'874 CHF | 444'592 CHF | 100.00% | 100.00% |
19.11.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 441'298 CHF | 442'035 CHF | 100.00% | 100.00% |
18.11.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 74'000 | 74'000 | 73'695 | 73'695 | 442'012 CHF | 442'749 CHF | 100.00% | 100.00% |
15.11.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74'000 | 74'000 | 73'654 | 73'654 | 443'048 CHF | 443'784 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 72'000 | 72'000 | 72'312 | 72'312 | 440'139 CHF | 440'862 CHF | 100.00% | 100.00% |
13.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 74'000 | 74'000 | 73'563 | 73'563 | 442'568 CHF | 443'304 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 442'225 CHF | 442'942 CHF | 100.00% | 100.00% |
11.11.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 72'000 | 72'000 | 71'703 | 71'703 | 447'969 CHF | 448'686 CHF | 100.00% | 100.00% |
08.11.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 72'000 | 72'000 | 71'700 | 71'700 | 444'583 CHF | 445'300 CHF | 99.18% | 99.18% |
07.11.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 72'000 | 72'000 | 72'441 | 72'441 | 440'544 CHF | 441'269 CHF | 100.00% | 100.00% |