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% | 6,52 CHF | 6,54 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 271 128 CHF | 271 948 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 6,54 CHF | 6,56 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 268 444 CHF | 269 264 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 6,77 CHF | 6,79 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 271 923 CHF | 272 732 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 6,69 CHF | 6,71 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 271 887 CHF | 272 691 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 6,76 CHF | 6,78 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 270 503 CHF | 271 320 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 6,46 CHF | 6,48 CHF | 41 000 | 41 000 | 41 754 | 41 754 | 267 328 CHF | 268 163 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 6,27 CHF | 6,29 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 266 402 CHF | 267 225 CHF | 99,87% | 99,87% |
11/11/2024 | 0,29% | 6,76 CHF | 6,78 CHF | 40 000 | 40 000 | 40 034 | 40 034 | 271 723 CHF | 272 523 CHF | 99,70% | 99,70% |
08/11/2024 | 0,31% | 6,68 CHF | 6,70 CHF | 41 000 | 41 000 | 39 121 | 39 121 | 267 548 CHF | 268 351 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 7,49 CHF | 7,51 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 293 077 CHF | 293 859 CHF | 100,00% | 100,00% |