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 | 0,15% | 6,75 CHF | 6,76 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 120 160 CHF | 120 339 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,73 CHF | 6,74 CHF | 18 000 | 18 000 | 17 829 | 17 829 | 119 015 CHF | 119 194 CHF | 98,88% | 98,88% |
18/11/2024 | 0,16% | 6,51 CHF | 6,52 CHF | 18 000 | 18 000 | 18 092 | 18 092 | 117 102 CHF | 117 283 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,41 CHF | 6,42 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 119 544 CHF | 119 729 CHF | 71,34% | 71,34% |
14/11/2024 | 0,15% | 6,72 CHF | 6,73 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 118 733 CHF | 118 912 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,59 CHF | 6,60 CHF | 18 000 | 18 000 | 17 835 | 17 835 | 118 072 CHF | 118 251 CHF | 99,27% | 99,27% |
12/11/2024 | 0,15% | 6,87 CHF | 6,88 CHF | 18 000 | 18 000 | 17 480 | 17 480 | 121 382 CHF | 121 557 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 17 500 | 17 500 | 17 336 | 17 336 | 123 786 CHF | 123 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,90 CHF | 6,91 CHF | 18 000 | 18 000 | 17 738 | 17 738 | 123 164 CHF | 123 342 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 6,92 CHF | 6,93 CHF | 18 000 | 18 000 | 17 713 | 17 713 | 123 941 CHF | 124 119 CHF | 100,00% | 100,00% |