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 | 0,31% | 6,42 CHF | 6,44 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 357 099 CHF | 358 202 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 6,23 CHF | 6,25 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 353 326 CHF | 354 465 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 6,27 CHF | 6,29 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 354 759 CHF | 355 896 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,26 CHF | 6,28 CHF | 57 000 | 57 000 | 56 104 | 56 104 | 353 339 CHF | 354 461 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,34 CHF | 6,36 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 355 737 CHF | 356 857 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 6,40 CHF | 6,42 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 357 120 CHF | 358 233 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 6,41 CHF | 6,43 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 359 750 CHF | 360 851 CHF | 99,85% | 99,85% |
11/11/2024 | 0,30% | 6,64 CHF | 6,66 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 359 051 CHF | 360 131 CHF | 99,68% | 99,68% |
08/11/2024 | 0,31% | 6,52 CHF | 6,54 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 357 067 CHF | 358 167 CHF | 98,79% | 98,79% |
07/11/2024 | 0,31% | 6,51 CHF | 6,53 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 358 701 CHF | 359 801 CHF | 100,00% | 100,00% |