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% | 5.96 CHF | 5.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 457'507 CHF | 458'257 CHF | 99.95% | 99.95% |
19.11.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 447'231 CHF | 447'981 CHF | 100.00% | 100.00% |
18.11.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 458'860 CHF | 459'610 CHF | 98.93% | 98.93% |
15.11.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 467'442 CHF | 468'192 CHF | 100.00% | 100.00% |
14.11.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 483'570 CHF | 484'320 CHF | 100.00% | 100.00% |
13.11.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 480'171 CHF | 480'921 CHF | 99.87% | 99.87% |
12.11.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 508'906 CHF | 509'656 CHF | 100.00% | 100.00% |
11.11.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 519'740 CHF | 520'490 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 497'749 CHF | 498'499 CHF | 100.00% | 100.00% |
07.11.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 504'392 CHF | 505'142 CHF | 99.67% | 99.67% |