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 | 0,16% | 6,31 CHF | 6,32 CHF | 12 300 | 12 300 | 12 116 | 12 116 | 77 964 CHF | 78 085 CHF | 99,45% | 99,45% |
19/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 12 300 | 12 300 | 12 256 | 12 256 | 76 180 CHF | 76 303 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 12 400 | 12 400 | 12 349 | 12 349 | 77 308 CHF | 77 431 CHF | 99,88% | 99,88% |
15/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 12 400 | 12 400 | 12 347 | 12 347 | 77 285 CHF | 77 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,22 CHF | 6,23 CHF | 12 700 | 12 700 | 12 732 | 12 732 | 77 426 CHF | 77 553 CHF | 98,57% | 98,57% |
13/11/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 12 800 | 12 800 | 12 672 | 12 672 | 76 710 CHF | 76 837 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,03 CHF | 6,04 CHF | 12 100 | 12 100 | 11 832 | 11 832 | 74 686 CHF | 74 805 CHF | 99,88% | 99,88% |
11/11/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 12 300 | 12 300 | 12 238 | 12 238 | 81 892 CHF | 82 015 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 12 500 | 12 500 | 12 419 | 12 419 | 77 701 CHF | 77 825 CHF | 99,05% | 99,05% |
07/11/2024 | 0,16% | 6,38 CHF | 6,39 CHF | 12 300 | 12 300 | 12 343 | 12 343 | 77 379 CHF | 77 502 CHF | 99,67% | 99,67% |