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 | 0,37% | 6,25 CHF | 6,26 CHF | 66 000 | 66 000 | 29 543 | 29 543 | 187 135 CHF | 187 673 CHF | 99,33% | 99,33% |
19/11/2024 | 0,37% | 6,35 CHF | 6,36 CHF | 66 000 | 66 000 | 29 715 | 29 715 | 188 404 CHF | 188 944 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 6,39 CHF | 6,40 CHF | 65 000 | 65 000 | 29 369 | 29 369 | 187 600 CHF | 188 136 CHF | 99,77% | 99,77% |
15/11/2024 | 0,37% | 6,41 CHF | 6,42 CHF | 65 000 | 65 000 | 29 383 | 29 383 | 187 947 CHF | 188 482 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 6,40 CHF | 6,41 CHF | 65 000 | 65 000 | 29 435 | 29 435 | 189 018 CHF | 189 554 CHF | 98,61% | 98,61% |
13/11/2024 | 0,36% | 6,38 CHF | 6,39 CHF | 65 000 | 65 000 | 28 988 | 28 988 | 187 212 CHF | 187 735 CHF | 98,92% | 98,92% |
12/11/2024 | 0,36% | 6,53 CHF | 6,54 CHF | 64 000 | 64 000 | 29 030 | 29 030 | 189 077 CHF | 189 604 CHF | 99,90% | 99,90% |
11/11/2024 | 0,36% | 6,55 CHF | 6,56 CHF | 64 000 | 64 000 | 29 146 | 29 146 | 189 425 CHF | 189 958 CHF | 99,90% | 99,90% |
08/11/2024 | 0,37% | 6,40 CHF | 6,41 CHF | 65 000 | 65 000 | 29 926 | 29 926 | 188 892 CHF | 189 434 CHF | 99,05% | 99,05% |
07/11/2024 | 0,37% | 6,25 CHF | 6,26 CHF | 67 000 | 67 000 | 29 957 | 29 957 | 188 927 CHF | 189 471 CHF | 100,00% | 100,00% |