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 | 0,46% | 6,84 CHF | 6,85 CHF | 29 000 | 29 000 | 13 431 | 13 431 | 91 615 CHF | 91 934 CHF | 99,44% | 99,44% |
19/11/2024 | 0,46% | 6,81 CHF | 6,82 CHF | 29 000 | 29 000 | 13 412 | 13 412 | 91 219 CHF | 91 537 CHF | 98,20% | 98,20% |
18/11/2024 | 0,44% | 6,95 CHF | 6,96 CHF | 29 000 | 29 000 | 13 412 | 13 412 | 93 749 CHF | 94 067 CHF | 99,68% | 99,68% |
15/11/2024 | 0,45% | 7,02 CHF | 7,03 CHF | 29 000 | 29 000 | 13 439 | 13 439 | 93 201 CHF | 93 520 CHF | 99,33% | 99,33% |
14/11/2024 | 0,44% | 7,07 CHF | 7,08 CHF | 29 000 | 29 000 | 13 024 | 13 024 | 92 619 CHF | 92 921 CHF | 97,61% | 97,61% |
13/11/2024 | 0,45% | 7,16 CHF | 7,17 CHF | 28 000 | 28 000 | 13 285 | 13 285 | 93 648 CHF | 93 966 CHF | 99,33% | 99,33% |
12/11/2024 | 0,43% | 7,02 CHF | 7,03 CHF | 29 000 | 29 000 | 13 161 | 13 161 | 93 461 CHF | 93 768 CHF | 99,50% | 99,50% |
11/11/2024 | 0,45% | 7,12 CHF | 7,13 CHF | 29 000 | 29 000 | 13 151 | 13 151 | 93 253 CHF | 93 566 CHF | 99,22% | 99,22% |
08/11/2024 | 0,46% | 6,95 CHF | 6,96 CHF | 29 000 | 29 000 | 13 532 | 13 532 | 91 963 CHF | 92 283 CHF | 97,97% | 97,97% |
07/11/2024 | 0,45% | 6,80 CHF | 6,81 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 93 272 CHF | 93 591 CHF | 100,00% | 100,00% |