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% | 6,26 CHF | 6,27 CHF | 39 500 | 39 500 | 38 856 | 38 856 | 245 592 CHF | 245 981 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 39 500 | 39 500 | 39 171 | 39 171 | 245 909 CHF | 246 301 CHF | 98,92% | 98,92% |
18/11/2024 | 0,16% | 6,31 CHF | 6,32 CHF | 39 500 | 39 500 | 39 204 | 39 204 | 245 671 CHF | 246 064 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 39 500 | 39 500 | 39 905 | 39 905 | 248 222 CHF | 248 621 CHF | 72,11% | 72,11% |
14/11/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 40 000 | 40 000 | 40 090 | 40 090 | 245 642 CHF | 246 044 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 41 000 | 41 000 | 40 730 | 40 730 | 246 008 CHF | 246 415 CHF | 99,57% | 99,57% |
12/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 41 500 | 41 500 | 40 766 | 40 766 | 245 980 CHF | 246 388 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,15 CHF | 6,16 CHF | 40 500 | 40 500 | 40 121 | 40 121 | 246 097 CHF | 246 499 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 41 500 | 41 500 | 41 002 | 41 002 | 246 638 CHF | 247 049 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 40 500 | 40 500 | 40 072 | 40 072 | 245 917 CHF | 246 318 CHF | 100,00% | 100,00% |