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 | 0,51% | 6,15 CHF | 6,16 CHF | 29 000 | 29 000 | 13 430 | 13 430 | 82 380 CHF | 82 698 CHF | 99,44% | 99,44% |
19/11/2024 | 0,51% | 6,12 CHF | 6,13 CHF | 29 000 | 29 000 | 13 558 | 13 558 | 82 919 CHF | 83 238 CHF | 97,48% | 97,48% |
18/11/2024 | 0,49% | 6,26 CHF | 6,27 CHF | 29 000 | 29 000 | 13 412 | 13 412 | 84 525 CHF | 84 844 CHF | 99,68% | 99,68% |
15/11/2024 | 0,50% | 6,34 CHF | 6,35 CHF | 29 000 | 29 000 | 13 439 | 13 439 | 83 949 CHF | 84 269 CHF | 99,33% | 99,33% |
14/11/2024 | 0,48% | 6,38 CHF | 6,39 CHF | 29 000 | 29 000 | 13 024 | 13 024 | 83 656 CHF | 83 958 CHF | 97,70% | 97,70% |
13/11/2024 | 0,49% | 6,48 CHF | 6,49 CHF | 28 000 | 28 000 | 13 286 | 13 286 | 84 555 CHF | 84 873 CHF | 99,33% | 99,33% |
12/11/2024 | 0,48% | 6,34 CHF | 6,35 CHF | 29 000 | 29 000 | 13 105 | 13 105 | 84 114 CHF | 84 421 CHF | 99,11% | 99,11% |
11/11/2024 | 0,49% | 6,44 CHF | 6,45 CHF | 29 000 | 29 000 | 13 151 | 13 151 | 84 297 CHF | 84 610 CHF | 99,22% | 99,22% |
08/11/2024 | 0,51% | 6,28 CHF | 6,29 CHF | 29 000 | 29 000 | 13 514 | 13 514 | 82 718 CHF | 83 037 CHF | 98,12% | 98,12% |
07/11/2024 | 0,49% | 6,12 CHF | 6,13 CHF | 30 000 | 30 000 | 13 461 | 13 461 | 84 204 CHF | 84 523 CHF | 99,66% | 99,66% |