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 | 0,29% | 6,88 CHF | 6,90 CHF | 57 000 | 57 000 | 56 300 | 56 300 | 390 265 CHF | 391 391 CHF | 99,48% | 99,48% |
19/11/2024 | 0,29% | 6,86 CHF | 6,88 CHF | 57 000 | 57 000 | 56 857 | 56 857 | 391 738 CHF | 392 875 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 6,92 CHF | 6,94 CHF | 57 000 | 57 000 | 56 997 | 56 997 | 391 939 CHF | 393 079 CHF | 99,89% | 99,89% |
15/11/2024 | 0,29% | 6,86 CHF | 6,88 CHF | 57 000 | 57 000 | 57 000 | 57 000 | 389 520 CHF | 390 660 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 6,80 CHF | 6,82 CHF | 57 000 | 57 000 | 57 610 | 57 610 | 388 157 CHF | 389 309 CHF | 98,55% | 98,55% |
13/11/2024 | 0,30% | 6,66 CHF | 6,68 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 385 790 CHF | 386 950 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 6,56 CHF | 6,58 CHF | 59 000 | 59 000 | 58 044 | 58 044 | 385 640 CHF | 386 801 CHF | 99,88% | 99,88% |
11/11/2024 | 0,30% | 6,76 CHF | 6,78 CHF | 57 000 | 57 000 | 57 636 | 57 636 | 388 661 CHF | 389 814 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 6,61 CHF | 6,63 CHF | 58 000 | 58 000 | 58 000 | 58 000 | 384 277 CHF | 385 437 CHF | 98,29% | 98,29% |
07/11/2024 | 0,30% | 6,73 CHF | 6,75 CHF | 58 000 | 58 000 | 57 549 | 57 549 | 388 288 CHF | 389 439 CHF | 100,00% | 100,00% |