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 | 0,14% | 6,91 CHF | 6,92 CHF | 36 000 | 36 000 | 35 289 | 35 289 | 245 896 CHF | 246 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,90 CHF | 6,91 CHF | 36 000 | 36 000 | 35 589 | 35 589 | 246 482 CHF | 246 838 CHF | 98,87% | 98,87% |
18/11/2024 | 0,15% | 6,95 CHF | 6,96 CHF | 36 000 | 36 000 | 35 643 | 35 643 | 246 453 CHF | 246 810 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,90 CHF | 6,91 CHF | 36 000 | 36 000 | 36 332 | 36 332 | 249 456 CHF | 249 819 CHF | 72,10% | 72,10% |
14/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 36 500 | 36 500 | 36 431 | 36 431 | 246 741 CHF | 247 105 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,70 CHF | 6,71 CHF | 37 000 | 37 000 | 36 808 | 36 808 | 246 159 CHF | 246 527 CHF | 99,57% | 99,57% |
12/11/2024 | 0,15% | 6,60 CHF | 6,61 CHF | 37 500 | 37 500 | 36 849 | 36 849 | 246 147 CHF | 246 516 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,79 CHF | 6,80 CHF | 36 500 | 36 500 | 36 281 | 36 281 | 245 990 CHF | 246 353 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 37 500 | 37 500 | 37 062 | 37 062 | 246 903 CHF | 247 274 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,76 CHF | 6,77 CHF | 37 000 | 37 000 | 36 328 | 36 328 | 246 419 CHF | 246 783 CHF | 100,00% | 100,00% |