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 | 0,32% | 6,25 CHF | 6,27 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 348 170 CHF | 349 272 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 6,07 CHF | 6,09 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 343 891 CHF | 345 031 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 6,11 CHF | 6,13 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 345 410 CHF | 346 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 6,09 CHF | 6,11 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 344 152 CHF | 345 274 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 6,17 CHF | 6,19 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 346 532 CHF | 347 652 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 6,23 CHF | 6,25 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 348 060 CHF | 349 173 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 6,24 CHF | 6,26 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 350 850 CHF | 351 952 CHF | 99,85% | 99,85% |
11/11/2024 | 0,31% | 6,48 CHF | 6,50 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 350 388 CHF | 351 468 CHF | 99,73% | 99,73% |
08/11/2024 | 0,32% | 6,36 CHF | 6,38 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 348 151 CHF | 349 251 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 6,35 CHF | 6,37 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 349 808 CHF | 350 909 CHF | 100,00% | 100,00% |