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 | 0,33% | 6,06 CHF | 6,08 CHF | 60 400 | 60 400 | 60 400 | 60 400 | 370 790 CHF | 371 998 CHF | 99,75% | 99,75% |
19/11/2024 | 0,33% | 6,06 CHF | 6,08 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 361 530 CHF | 362 730 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 6,13 CHF | 6,15 CHF | 61 300 | 61 300 | 61 300 | 61 300 | 370 249 CHF | 371 475 CHF | 99,58% | 99,58% |
15/11/2024 | 0,33% | 5,99 CHF | 6,01 CHF | 61 000 | 61 000 | 61 000 | 61 000 | 368 604 CHF | 369 824 CHF | 94,99% | 94,99% |
14/11/2024 | 0,33% | 6,06 CHF | 6,08 CHF | 62 500 | 62 500 | 62 500 | 62 500 | 375 627 CHF | 376 877 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 5,86 CHF | 5,88 CHF | 62 600 | 62 600 | 62 600 | 62 600 | 366 873 CHF | 368 125 CHF | 99,79% | 99,79% |
12/11/2024 | 0,33% | 5,85 CHF | 5,87 CHF | 59 500 | 59 500 | 59 500 | 59 500 | 356 182 CHF | 357 372 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 6,29 CHF | 6,31 CHF | 60 900 | 60 900 | 60 900 | 60 900 | 385 493 CHF | 386 711 CHF | 99,79% | 99,79% |
08/11/2024 | 0,32% | 6,06 CHF | 6,08 CHF | 58 800 | 58 800 | 58 800 | 58 800 | 361 883 CHF | 363 059 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 6,46 CHF | 6,48 CHF | 58 400 | 58 400 | 58 400 | 58 400 | 378 899 CHF | 380 067 CHF | 99,68% | 99,68% |