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% | 6.63 CHF | 6.64 CHF | 51'000 | 51'000 | 20'448 | 20'448 | 136'264 CHF | 136'563 CHF | 99.75% | 99.75% |
19.11.2024 | 0.28% | 6.57 CHF | 6.58 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 134'443 CHF | 134'748 CHF | 99.97% | 99.97% |
18.11.2024 | 0.29% | 6.44 CHF | 6.45 CHF | 52'000 | 52'000 | 20'445 | 20'445 | 128'860 CHF | 129'155 CHF | 99.82% | 99.82% |
15.11.2024 | 0.26% | 6.42 CHF | 6.43 CHF | 52'000 | 52'000 | 20'060 | 20'060 | 133'502 CHF | 133'790 CHF | 98.81% | 98.81% |
14.11.2024 | 0.25% | 7.09 CHF | 7.10 CHF | 49'000 | 49'000 | 19'455 | 19'455 | 138'046 CHF | 138'328 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 6.98 CHF | 6.99 CHF | 50'000 | 50'000 | 19'511 | 19'511 | 139'808 CHF | 140'090 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 7.33 CHF | 7.34 CHF | 49'000 | 49'000 | 18'146 | 18'146 | 134'546 CHF | 134'803 CHF | 95.66% | 99.59% |
11.11.2024 | 0.23% | 7.55 CHF | 7.56 CHF | 48'000 | 48'000 | 18'665 | 18'665 | 143'713 CHF | 143'982 CHF | 99.48% | 99.48% |
08.11.2024 | 0.22% | 7.77 CHF | 7.78 CHF | 47'000 | 47'000 | 18'357 | 18'357 | 145'534 CHF | 145'799 CHF | 99.97% | 99.97% |
07.11.2024 | 0.44% | 8.26 CHF | 8.27 CHF | 45'000 | 45'000 | 14'292 | 14'292 | 111'577 CHF | 111'837 CHF | 97.53% | 97.53% |