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% | 6,22 CHF | 6,23 CHF | 15 540 | 15 540 | 15 327 | 15 327 | 98 051 CHF | 98 204 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 15 520 | 15 520 | 15 342 | 15 342 | 97 507 CHF | 97 661 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,59 CHF | 6,60 CHF | 15 400 | 15 400 | 15 205 | 15 205 | 101 322 CHF | 101 474 CHF | 100,00% | 100,00% |
15/11/2024 | 0,14% | 6,74 CHF | 6,75 CHF | 15 300 | 15 300 | 15 230 | 15 230 | 105 515 CHF | 105 668 CHF | 78,17% | 78,17% |
14/11/2024 | 0,14% | 7,52 CHF | 7,53 CHF | 14 890 | 14 890 | 14 794 | 14 794 | 109 513 CHF | 109 661 CHF | 100,00% | 100,00% |
13/11/2024 | 0,13% | 7,58 CHF | 7,59 CHF | 14 800 | 14 800 | 14 648 | 14 648 | 112 365 CHF | 112 512 CHF | 99,56% | 99,56% |
12/11/2024 | 0,13% | 7,55 CHF | 7,56 CHF | 14 840 | 14 840 | 14 665 | 14 665 | 111 855 CHF | 112 001 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 7,92 CHF | 7,93 CHF | 14 650 | 14 650 | 14 528 | 14 528 | 114 951 CHF | 115 097 CHF | 100,00% | 100,00% |
08/11/2024 | 0,13% | 7,61 CHF | 7,62 CHF | 14 850 | 14 850 | 14 674 | 14 674 | 113 127 CHF | 113 274 CHF | 100,00% | 100,00% |
07/11/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 14 700 | 14 700 | 14 610 | 14 610 | 115 816 CHF | 115 962 CHF | 100,00% | 100,00% |