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 | 0,31% | 6,31 CHF | 6,33 CHF | 41 000 | 41 000 | 40 993 | 40 993 | 262 216 CHF | 263 036 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 6,32 CHF | 6,34 CHF | 41 000 | 41 000 | 41 007 | 41 007 | 259 514 CHF | 260 334 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 6,55 CHF | 6,57 CHF | 40 000 | 40 000 | 40 480 | 40 480 | 263 074 CHF | 263 884 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 6,47 CHF | 6,49 CHF | 41 000 | 41 000 | 40 174 | 40 174 | 263 156 CHF | 263 960 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,54 CHF | 6,56 CHF | 40 000 | 40 000 | 40 838 | 40 838 | 261 645 CHF | 262 461 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 6,25 CHF | 6,27 CHF | 41 000 | 41 000 | 41 753 | 41 753 | 258 319 CHF | 259 154 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 6,05 CHF | 6,07 CHF | 42 000 | 42 000 | 41 164 | 41 164 | 257 426 CHF | 258 249 CHF | 99,85% | 99,85% |
11/11/2024 | 0,30% | 6,54 CHF | 6,56 CHF | 40 000 | 40 000 | 40 034 | 40 034 | 262 954 CHF | 263 754 CHF | 99,69% | 99,69% |
08/11/2024 | 0,32% | 6,46 CHF | 6,48 CHF | 41 000 | 41 000 | 39 103 | 39 103 | 258 961 CHF | 259 764 CHF | 98,81% | 98,81% |
07/11/2024 | 0,27% | 7,27 CHF | 7,29 CHF | 39 000 | 39 000 | 39 134 | 39 134 | 284 451 CHF | 285 234 CHF | 100,00% | 100,00% |