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 | 0,15% | 6,58 CHF | 6,59 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 477 161 CHF | 477 879 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,52 CHF | 6,53 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 475 435 CHF | 476 172 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,50 CHF | 6,51 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 476 264 CHF | 477 001 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,41 CHF | 6,42 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 477 356 CHF | 478 092 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,57 CHF | 6,58 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 473 782 CHF | 474 506 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,52 CHF | 6,53 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 476 734 CHF | 477 470 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 6,61 CHF | 6,62 CHF | 72 000 | 72 000 | 71 704 | 71 704 | 475 527 CHF | 476 244 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 481 320 CHF | 482 037 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 477 943 CHF | 478 660 CHF | 99,18% | 99,18% |
07/11/2024 | 0,15% | 6,63 CHF | 6,64 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 474 398 CHF | 475 122 CHF | 100,00% | 100,00% |