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% | 6,40 CHF | 6,41 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 464 154 CHF | 464 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 462 105 CHF | 462 842 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,31 CHF | 6,32 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 462 879 CHF | 463 616 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 463 963 CHF | 464 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,39 CHF | 6,40 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 460 637 CHF | 461 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 463 399 CHF | 464 135 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 6,43 CHF | 6,44 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 462 495 CHF | 463 212 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,47 CHF | 6,48 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 468 280 CHF | 468 997 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,48 CHF | 6,49 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 464 916 CHF | 465 633 CHF | 99,18% | 99,18% |
07/11/2024 | 0,16% | 6,45 CHF | 6,46 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 461 146 CHF | 461 870 CHF | 100,00% | 100,00% |