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 | 0,45% | 6,76 CHF | 6,79 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 179 805 CHF | 180 615 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 6,71 CHF | 6,74 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 182 643 CHF | 183 453 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 6,74 CHF | 6,77 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 182 515 CHF | 183 325 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 6,73 CHF | 6,76 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 179 681 CHF | 180 491 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 6,48 CHF | 6,51 CHF | 27 000 | 27 000 | 26 988 | 26 988 | 178 260 CHF | 179 070 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 6,80 CHF | 6,83 CHF | 27 000 | 27 000 | 27 105 | 27 105 | 184 835 CHF | 185 648 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 6,74 CHF | 6,77 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 179 556 CHF | 180 366 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 6,41 CHF | 6,44 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 165 610 CHF | 166 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 6,51 CHF | 6,54 CHF | 27 000 | 27 000 | 26 363 | 26 363 | 170 122 CHF | 170 913 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 6,28 CHF | 6,31 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 161 376 CHF | 162 156 CHF | 100,00% | 100,00% |