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% | 6,09 CHF | 6,10 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 253 127 CHF | 253 541 CHF | 99,42% | 99,42% |
19/11/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 42 000 | 42 000 | 42 165 | 42 165 | 252 930 CHF | 253 351 CHF | 97,93% | 97,93% |
18/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 255 329 CHF | 255 734 CHF | 99,88% | 99,88% |
15/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 251 756 CHF | 252 146 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,56 CHF | 6,57 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 250 995 CHF | 251 385 CHF | 98,55% | 98,55% |
13/11/2024 | 0,16% | 6,30 CHF | 6,31 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 252 267 CHF | 252 665 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 252 310 CHF | 252 708 CHF | 99,89% | 99,89% |
11/11/2024 | 0,16% | 6,35 CHF | 6,36 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 252 204 CHF | 252 603 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 250 377 CHF | 250 780 CHF | 98,60% | 98,60% |
07/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 252 175 CHF | 252 573 CHF | 100,00% | 100,00% |