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 | 0.27% | 6.55 CHF | 6.56 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 134'647 CHF | 134'946 CHF | 99.75% | 99.75% |
19.11.2024 | 0.29% | 6.49 CHF | 6.50 CHF | 52'000 | 52'000 | 20'965 | 20'965 | 132'768 CHF | 133'074 CHF | 99.97% | 99.97% |
18.11.2024 | 0.29% | 6.36 CHF | 6.37 CHF | 52'000 | 52'000 | 20'467 | 20'467 | 127'357 CHF | 127'652 CHF | 99.89% | 99.89% |
15.11.2024 | 0.27% | 6.34 CHF | 6.35 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 131'927 CHF | 132'216 CHF | 98.81% | 98.81% |
14.11.2024 | 0.26% | 7.01 CHF | 7.02 CHF | 49'000 | 49'000 | 19'454 | 19'454 | 136'562 CHF | 136'844 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 6.90 CHF | 6.91 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 138'341 CHF | 138'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 7.26 CHF | 7.27 CHF | 49'000 | 49'000 | 18'127 | 18'127 | 133'081 CHF | 133'338 CHF | 95.89% | 99.82% |
11.11.2024 | 0.23% | 7.48 CHF | 7.49 CHF | 48'000 | 48'000 | 18'699 | 18'699 | 142'647 CHF | 142'917 CHF | 99.59% | 99.59% |
08.11.2024 | 0.23% | 7.70 CHF | 7.71 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 144'351 CHF | 144'616 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 8.19 CHF | 8.20 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 111'972 CHF | 112'233 CHF | 98.05% | 98.05% |