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% | 6.55 CHF | 6.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'071 CHF | 99'221 CHF | 95.72% | 95.72% |
19.11.2024 | 0.15% | 6.48 CHF | 6.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'069 CHF | 99'219 CHF | 99.28% | 99.28% |
18.11.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 102'212 CHF | 102'362 CHF | 68.14% | 68.14% |
15.11.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'491 CHF | 105'641 CHF | 98.60% | 98.60% |
14.11.2024 | 0.13% | 7.30 CHF | 7.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 115'626 CHF | 115'776 CHF | 84.02% | 84.02% |
13.11.2024 | 0.13% | 8.04 CHF | 8.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 119'847 CHF | 119'997 CHF | 99.38% | 99.38% |
12.11.2024 | 0.12% | 8.02 CHF | 8.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 123'465 CHF | 123'615 CHF | 83.43% | 83.43% |
11.11.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 128'943 CHF | 129'093 CHF | 98.77% | 98.77% |
08.11.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 121'906 CHF | 122'056 CHF | 95.61% | 95.61% |
07.11.2024 | 0.14% | 6.90 CHF | 6.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'363 CHF | 105'513 CHF | 70.35% | 70.35% |