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 | 0.30% | 6.71 CHF | 6.73 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 132'510 CHF | 132'907 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 6.71 CHF | 6.73 CHF | 20'000 | 20'000 | 19'809 | 19'809 | 132'765 CHF | 133'161 CHF | 98.78% | 98.78% |
18.11.2024 | 0.31% | 6.49 CHF | 6.51 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 128'297 CHF | 128'694 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 6.44 CHF | 6.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 128'312 CHF | 128'712 CHF | 71.66% | 71.66% |
14.11.2024 | 0.32% | 6.31 CHF | 6.33 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 123'698 CHF | 124'095 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 6.18 CHF | 6.20 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 121'135 CHF | 121'531 CHF | 99.45% | 99.45% |
12.11.2024 | 0.34% | 6.04 CHF | 6.06 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 117'307 CHF | 117'704 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 5.85 CHF | 5.87 CHF | 20'000 | 20'000 | 19'799 | 19'799 | 117'770 CHF | 118'166 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 6.10 CHF | 6.12 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 123'563 CHF | 123'960 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 6.41 CHF | 6.43 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 127'648 CHF | 128'045 CHF | 100.00% | 100.00% |