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% | 6,18 CHF | 6,20 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 344 375 CHF | 345 477 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 6,00 CHF | 6,02 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 340 115 CHF | 341 254 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 6,04 CHF | 6,06 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 341 616 CHF | 342 753 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 6,03 CHF | 6,05 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 340 380 CHF | 341 502 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 6,11 CHF | 6,13 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 342 743 CHF | 343 863 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 6,17 CHF | 6,19 CHF | 56 000 | 56 000 | 55 681 | 55 681 | 344 266 CHF | 345 380 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 6,18 CHF | 6,20 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 347 020 CHF | 348 122 CHF | 99,85% | 99,85% |
11/11/2024 | 0,31% | 6,41 CHF | 6,43 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 346 570 CHF | 347 650 CHF | 99,68% | 99,68% |
08/11/2024 | 0,32% | 6,29 CHF | 6,31 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 344 367 CHF | 345 468 CHF | 98,78% | 98,78% |
07/11/2024 | 0,32% | 6,28 CHF | 6,30 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 346 046 CHF | 347 146 CHF | 100,00% | 100,00% |