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 | 0,47% | 6,70 CHF | 6,71 CHF | 29 000 | 29 000 | 13 415 | 13 415 | 89 649 CHF | 89 968 CHF | 99,33% | 99,33% |
19/11/2024 | 0,47% | 6,67 CHF | 6,68 CHF | 29 000 | 29 000 | 13 388 | 13 388 | 89 194 CHF | 89 511 CHF | 99,86% | 99,86% |
18/11/2024 | 0,45% | 6,81 CHF | 6,82 CHF | 29 000 | 29 000 | 13 403 | 13 403 | 91 816 CHF | 92 135 CHF | 99,80% | 99,80% |
15/11/2024 | 0,46% | 6,88 CHF | 6,89 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 91 098 CHF | 91 417 CHF | 99,72% | 99,72% |
14/11/2024 | 0,45% | 6,93 CHF | 6,94 CHF | 29 000 | 29 000 | 12 959 | 12 959 | 90 333 CHF | 90 634 CHF | 98,44% | 98,44% |
13/11/2024 | 0,45% | 7,02 CHF | 7,03 CHF | 28 000 | 28 000 | 13 339 | 13 339 | 92 157 CHF | 92 475 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 6,88 CHF | 6,89 CHF | 29 000 | 29 000 | 13 137 | 13 137 | 91 455 CHF | 91 762 CHF | 99,90% | 99,90% |
11/11/2024 | 0,46% | 6,98 CHF | 6,99 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 91 367 CHF | 91 681 CHF | 99,90% | 99,90% |
08/11/2024 | 0,47% | 6,82 CHF | 6,83 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 90 421 CHF | 90 741 CHF | 98,52% | 98,52% |
07/11/2024 | 0,45% | 6,66 CHF | 6,67 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 91 421 CHF | 91 739 CHF | 100,00% | 100,00% |