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 | 0,30% | 6,58 CHF | 6,60 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 365 901 CHF | 367 003 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 6,40 CHF | 6,42 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 362 595 CHF | 363 735 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 6,43 CHF | 6,45 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 364 012 CHF | 365 149 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 6,42 CHF | 6,44 CHF | 57 000 | 57 000 | 56 104 | 56 104 | 362 412 CHF | 363 534 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,50 CHF | 6,52 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 364 703 CHF | 365 823 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 6,56 CHF | 6,58 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 366 055 CHF | 367 169 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 6,57 CHF | 6,59 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 368 522 CHF | 369 623 CHF | 99,85% | 99,85% |
11/11/2024 | 0,29% | 6,80 CHF | 6,82 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 367 594 CHF | 368 675 CHF | 99,67% | 99,67% |
08/11/2024 | 0,30% | 6,68 CHF | 6,70 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 365 863 CHF | 366 964 CHF | 98,78% | 98,78% |
07/11/2024 | 0,30% | 6,67 CHF | 6,69 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 367 477 CHF | 368 577 CHF | 100,00% | 100,00% |