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% | 6,27 CHF | 6,28 CHF | 37 000 | 37 000 | 16 949 | 16 949 | 106 699 CHF | 107 099 CHF | 99,27% | 99,27% |
19/11/2024 | 0,50% | 6,30 CHF | 6,31 CHF | 37 000 | 37 000 | 16 948 | 16 948 | 106 341 CHF | 106 741 CHF | 99,59% | 99,59% |
18/11/2024 | 0,49% | 6,38 CHF | 6,39 CHF | 36 000 | 36 000 | 16 391 | 16 391 | 104 495 CHF | 104 879 CHF | 99,84% | 99,84% |
15/11/2024 | 0,50% | 6,32 CHF | 6,33 CHF | 37 000 | 37 000 | 16 908 | 16 908 | 105 665 CHF | 106 064 CHF | 99,60% | 99,60% |
14/11/2024 | 0,50% | 6,27 CHF | 6,28 CHF | 37 000 | 37 000 | 16 998 | 16 998 | 106 563 CHF | 106 962 CHF | 98,28% | 98,28% |
13/11/2024 | 0,50% | 6,29 CHF | 6,30 CHF | 37 000 | 37 000 | 16 945 | 16 945 | 105 475 CHF | 105 875 CHF | 99,99% | 99,99% |
12/11/2024 | 0,50% | 6,25 CHF | 6,26 CHF | 37 000 | 37 000 | 16 961 | 16 961 | 105 755 CHF | 106 155 CHF | 99,74% | 99,74% |
11/11/2024 | 0,51% | 6,23 CHF | 6,24 CHF | 37 000 | 37 000 | 16 931 | 16 931 | 104 659 CHF | 105 059 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 6,03 CHF | 6,04 CHF | 38 000 | 38 000 | 17 467 | 17 467 | 105 078 CHF | 105 448 CHF | 99,04% | 99,04% |
07/11/2024 | 0,47% | 5,95 CHF | 5,96 CHF | 39 000 | 39 000 | 17 324 | 17 324 | 104 372 CHF | 104 742 CHF | 99,45% | 99,45% |