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% | 6,38 CHF | 6,40 CHF | 59 800 | 59 800 | 26 519 | 26 519 | 175 010 CHF | 175 489 CHF | 99,90% | 99,90% |
19/11/2024 | 0,28% | 6,65 CHF | 6,66 CHF | 62 300 | 62 300 | 27 979 | 27 979 | 179 633 CHF | 180 056 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 6,70 CHF | 6,71 CHF | 60 700 | 60 700 | 27 050 | 27 050 | 182 828 CHF | 183 237 CHF | 99,90% | 99,90% |
15/11/2024 | 0,27% | 6,86 CHF | 6,88 CHF | 52 700 | 52 700 | 22 742 | 22 742 | 168 089 CHF | 168 547 CHF | 99,69% | 99,69% |
14/11/2024 | 0,24% | 8,08 CHF | 8,10 CHF | 48 900 | 48 900 | 21 254 | 21 254 | 177 773 CHF | 178 199 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 8,08 CHF | 8,10 CHF | 52 400 | 52 400 | 23 601 | 23 601 | 182 808 CHF | 183 281 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 7,22 CHF | 7,24 CHF | 55 300 | 55 300 | 24 704 | 24 704 | 180 522 CHF | 181 017 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 7,30 CHF | 7,32 CHF | 54 100 | 54 100 | 24 035 | 24 035 | 179 698 CHF | 180 179 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 7,54 CHF | 7,56 CHF | 52 700 | 52 700 | 23 538 | 23 538 | 178 393 CHF | 178 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 7,79 CHF | 7,81 CHF | 54 900 | 54 900 | 24 510 | 24 510 | 184 225 CHF | 184 717 CHF | 99,33% | 99,33% |