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 | 0,16% | 6,18 CHF | 6,19 CHF | 107 800 | 107 800 | 107 079 | 107 079 | 663 370 CHF | 664 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 106 600 | 106 600 | 108 408 | 108 408 | 679 287 CHF | 680 371 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 109 700 | 109 700 | 109 580 | 109 580 | 674 451 CHF | 675 547 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 109 600 | 109 600 | 109 967 | 109 967 | 673 741 CHF | 674 841 CHF | 98,67% | 98,67% |
14/11/2024 | 0,16% | 6,14 CHF | 6,15 CHF | 110 200 | 110 200 | 107 476 | 107 476 | 656 074 CHF | 657 148 CHF | 99,91% | 99,91% |
13/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 105 700 | 105 700 | 105 279 | 105 279 | 661 554 CHF | 662 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,31 CHF | 6,32 CHF | 105 000 | 105 000 | 104 579 | 104 579 | 660 814 CHF | 661 859 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,37 CHF | 6,38 CHF | 104 300 | 104 300 | 101 414 | 101 414 | 647 945 CHF | 648 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,56 CHF | 6,57 CHF | 99 500 | 99 500 | 100 524 | 100 524 | 664 979 CHF | 665 984 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 101 200 | 101 200 | 101 684 | 101 684 | 664 747 CHF | 665 764 CHF | 100,00% | 100,00% |