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 | 0,14% | 6,91 CHF | 6,92 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 501 032 CHF | 501 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,85 CHF | 6,86 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 499 908 CHF | 500 645 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,83 CHF | 6,84 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 500 825 CHF | 501 562 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 501 910 CHF | 502 647 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 497 847 CHF | 498 570 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,85 CHF | 6,86 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 501 263 CHF | 501 999 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 6,94 CHF | 6,95 CHF | 72 000 | 72 000 | 71 704 | 71 704 | 499 392 CHF | 500 109 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 6,99 CHF | 7,00 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 505 195 CHF | 505 912 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 6,99 CHF | 7,00 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 501 863 CHF | 502 580 CHF | 99,18% | 99,18% |
07/11/2024 | 0,15% | 6,96 CHF | 6,97 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 498 627 CHF | 499 351 CHF | 100,00% | 100,00% |