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% | 6,07 CHF | 6,08 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 252 538 CHF | 252 951 CHF | 99,43% | 99,43% |
19/11/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 252 313 CHF | 252 735 CHF | 97,93% | 97,93% |
18/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 254 785 CHF | 255 190 CHF | 99,89% | 99,89% |
15/11/2024 | 0,16% | 6,32 CHF | 6,33 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 251 276 CHF | 251 667 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,54 CHF | 6,55 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 250 442 CHF | 250 832 CHF | 98,62% | 98,62% |
13/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 251 689 CHF | 252 087 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 251 820 CHF | 252 217 CHF | 99,88% | 99,88% |
11/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 251 697 CHF | 252 096 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,21 CHF | 6,22 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 249 844 CHF | 250 247 CHF | 98,60% | 98,60% |
07/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 251 595 CHF | 251 992 CHF | 100,00% | 100,00% |