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% | 6,00 CHF | 6,01 CHF | 25 600 | 25 600 | 25 545 | 25 545 | 157 982 CHF | 158 238 CHF | 99,33% | 99,33% |
19/11/2024 | 0,18% | 5,88 CHF | 5,89 CHF | 24 800 | 24 800 | 24 607 | 24 607 | 143 790 CHF | 144 043 CHF | 99,09% | 99,09% |
18/11/2024 | 0,16% | 6,42 CHF | 6,43 CHF | 24 700 | 24 700 | 24 598 | 24 598 | 156 294 CHF | 156 540 CHF | 99,88% | 99,88% |
15/11/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 25 400 | 25 400 | 25 295 | 25 295 | 157 334 CHF | 157 587 CHF | 99,90% | 99,90% |
14/11/2024 | 0,17% | 6,12 CHF | 6,13 CHF | 27 000 | 27 000 | 27 232 | 27 232 | 161 533 CHF | 161 805 CHF | 98,56% | 98,56% |
13/11/2024 | 0,17% | 5,43 CHF | 5,44 CHF | 26 400 | 26 400 | 26 231 | 26 231 | 151 735 CHF | 151 997 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 5,83 CHF | 5,84 CHF | 24 800 | 24 800 | 24 172 | 24 172 | 149 314 CHF | 149 555 CHF | 99,88% | 99,88% |
11/11/2024 | 0,16% | 6,47 CHF | 6,48 CHF | 26 900 | 26 900 | 26 869 | 26 869 | 165 156 CHF | 165 425 CHF | 99,90% | 99,90% |
08/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 25 100 | 25 100 | 24 921 | 24 921 | 142 388 CHF | 142 637 CHF | 98,51% | 98,51% |
07/11/2024 | 0,30% | 6,43 CHF | 6,45 CHF | 23 700 | 23 700 | 23 118 | 23 118 | 153 803 CHF | 154 266 CHF | 100,00% | 100,00% |