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% | 6,34 CHF | 6,35 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 314 889 CHF | 315 384 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,28 CHF | 6,29 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 310 354 CHF | 310 845 CHF | 61,62% | 61,62% |
18/11/2024 | 0,16% | 6,32 CHF | 6,33 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 307 443 CHF | 307 938 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 311 330 CHF | 311 830 CHF | 70,44% | 70,44% |
14/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 311 928 CHF | 312 423 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,20 CHF | 6,21 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 307 070 CHF | 307 566 CHF | 99,95% | 99,95% |
12/11/2024 | 0,16% | 6,17 CHF | 6,18 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 307 980 CHF | 308 476 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 309 186 CHF | 309 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 314 307 CHF | 314 803 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,41 CHF | 6,42 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 315 499 CHF | 315 995 CHF | 100,00% | 100,00% |