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 | 0.35% | 6.60 CHF | 6.63 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 20'346 CHF | 20'417 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 6.61 CHF | 6.64 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 19'639 CHF | 19'712 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 6.81 CHF | 6.83 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 20'229 CHF | 20'300 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 6.42 CHF | 6.44 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 20'013 CHF | 20'087 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 6.91 CHF | 6.93 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 20'675 CHF | 20'753 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 6.72 CHF | 6.75 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 20'488 CHF | 20'570 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 7.05 CHF | 7.08 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 21'634 CHF | 21'721 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 7.56 CHF | 7.58 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 22'642 CHF | 22'726 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 7.19 CHF | 7.22 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 21'487 CHF | 21'569 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 7.02 CHF | 7.04 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 21'592 CHF | 21'673 CHF | 100.00% | 100.00% |