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 | 0,23% | 6,48 CHF | 6,49 CHF | 82 000 | 82 000 | 40 056 | 40 056 | 264 662 CHF | 265 216 CHF | 99,89% | 99,89% |
19/11/2024 | 0,24% | 6,53 CHF | 6,54 CHF | 82 000 | 82 000 | 40 104 | 40 104 | 262 790 CHF | 263 344 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 6,71 CHF | 6,72 CHF | 81 000 | 81 000 | 39 509 | 39 509 | 258 416 CHF | 258 968 CHF | 99,85% | 99,85% |
15/11/2024 | 0,24% | 6,34 CHF | 6,35 CHF | 83 000 | 83 000 | 40 291 | 40 291 | 260 728 CHF | 261 284 CHF | 99,99% | 99,99% |
14/11/2024 | 0,23% | 6,69 CHF | 6,70 CHF | 81 000 | 81 000 | 38 567 | 38 567 | 261 517 CHF | 262 047 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 6,87 CHF | 6,88 CHF | 80 000 | 80 000 | 38 781 | 38 781 | 270 360 CHF | 270 895 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 7,06 CHF | 7,07 CHF | 79 000 | 79 000 | 37 758 | 37 758 | 272 099 CHF | 272 619 CHF | 99,99% | 99,99% |
11/11/2024 | 0,21% | 7,31 CHF | 7,32 CHF | 77 000 | 77 000 | 37 181 | 37 181 | 272 245 CHF | 272 755 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 7,47 CHF | 7,48 CHF | 77 000 | 77 000 | 36 622 | 36 622 | 273 845 CHF | 274 347 CHF | 99,85% | 99,85% |
07/11/2024 | 0,22% | 7,36 CHF | 7,37 CHF | 77 000 | 77 000 | 38 193 | 38 193 | 277 851 CHF | 278 380 CHF | 100,00% | 100,00% |