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% | 6,49 CHF | 6,51 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 361 393 CHF | 362 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 6,31 CHF | 6,33 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 357 563 CHF | 358 702 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 6,35 CHF | 6,37 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 359 062 CHF | 360 199 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 6,33 CHF | 6,35 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 357 617 CHF | 358 740 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,41 CHF | 6,43 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 359 972 CHF | 361 092 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 6,47 CHF | 6,49 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 361 423 CHF | 362 536 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 6,48 CHF | 6,50 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 364 068 CHF | 365 170 CHF | 99,85% | 99,85% |
11/11/2024 | 0,30% | 6,72 CHF | 6,74 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 363 352 CHF | 364 432 CHF | 99,64% | 99,64% |
08/11/2024 | 0,30% | 6,60 CHF | 6,62 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 361 390 CHF | 362 490 CHF | 98,68% | 98,68% |
07/11/2024 | 0,30% | 6,59 CHF | 6,61 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 363 015 CHF | 364 116 CHF | 100,00% | 100,00% |