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 | 0,50% | 6,27 CHF | 6,28 CHF | 29 000 | 29 000 | 13 415 | 13 415 | 83 903 CHF | 84 221 CHF | 99,34% | 99,34% |
19/11/2024 | 0,50% | 6,24 CHF | 6,25 CHF | 29 000 | 29 000 | 13 398 | 13 398 | 83 542 CHF | 83 860 CHF | 99,92% | 99,92% |
18/11/2024 | 0,48% | 6,38 CHF | 6,39 CHF | 29 000 | 29 000 | 13 404 | 13 404 | 86 082 CHF | 86 400 CHF | 99,80% | 99,80% |
15/11/2024 | 0,49% | 6,46 CHF | 6,47 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 85 352 CHF | 85 672 CHF | 99,72% | 99,72% |
14/11/2024 | 0,48% | 6,50 CHF | 6,51 CHF | 29 000 | 29 000 | 12 960 | 12 960 | 84 799 CHF | 85 100 CHF | 98,35% | 98,35% |
13/11/2024 | 0,48% | 6,59 CHF | 6,60 CHF | 28 000 | 28 000 | 13 337 | 13 337 | 86 464 CHF | 86 782 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 6,46 CHF | 6,47 CHF | 29 000 | 29 000 | 13 137 | 13 137 | 85 889 CHF | 86 195 CHF | 99,88% | 99,88% |
11/11/2024 | 0,49% | 6,56 CHF | 6,57 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 85 810 CHF | 86 124 CHF | 99,90% | 99,90% |
08/11/2024 | 0,50% | 6,39 CHF | 6,40 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 84 702 CHF | 85 022 CHF | 98,52% | 98,52% |
07/11/2024 | 0,48% | 6,24 CHF | 6,25 CHF | 30 000 | 30 000 | 13 458 | 13 458 | 85 771 CHF | 86 090 CHF | 100,00% | 100,00% |