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 | 0,49% | 6,32 CHF | 6,33 CHF | 37 000 | 37 000 | 16 933 | 16 933 | 107 465 CHF | 107 864 CHF | 99,43% | 99,43% |
19/11/2024 | 0,49% | 6,34 CHF | 6,35 CHF | 37 000 | 37 000 | 16 917 | 16 917 | 106 984 CHF | 107 383 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 6,42 CHF | 6,43 CHF | 36 000 | 36 000 | 16 378 | 16 378 | 105 212 CHF | 105 595 CHF | 99,74% | 99,74% |
15/11/2024 | 0,50% | 6,37 CHF | 6,38 CHF | 37 000 | 37 000 | 16 908 | 16 908 | 106 506 CHF | 106 906 CHF | 99,60% | 99,60% |
14/11/2024 | 0,49% | 6,32 CHF | 6,33 CHF | 37 000 | 37 000 | 16 975 | 16 975 | 107 259 CHF | 107 658 CHF | 98,53% | 98,53% |
13/11/2024 | 0,50% | 6,34 CHF | 6,35 CHF | 37 000 | 37 000 | 16 945 | 16 945 | 106 340 CHF | 106 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 6,30 CHF | 6,31 CHF | 37 000 | 37 000 | 16 951 | 16 951 | 106 518 CHF | 106 918 CHF | 99,88% | 99,88% |
11/11/2024 | 0,50% | 6,28 CHF | 6,29 CHF | 37 000 | 37 000 | 16 934 | 16 934 | 105 504 CHF | 105 903 CHF | 99,90% | 99,90% |
08/11/2024 | 0,47% | 6,08 CHF | 6,09 CHF | 38 000 | 38 000 | 17 492 | 17 492 | 106 091 CHF | 106 462 CHF | 98,88% | 98,88% |
07/11/2024 | 0,47% | 6,00 CHF | 6,01 CHF | 39 000 | 39 000 | 17 352 | 17 352 | 105 390 CHF | 105 760 CHF | 99,90% | 99,90% |