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% | 6,71 CHF | 6,72 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 487 023 CHF | 487 741 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 485 539 CHF | 486 276 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,63 CHF | 6,64 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 486 358 CHF | 487 095 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,55 CHF | 6,56 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 487 487 CHF | 488 224 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 483 698 CHF | 484 421 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 486 880 CHF | 487 616 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 485 358 CHF | 486 075 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,79 CHF | 6,80 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 491 171 CHF | 491 888 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,80 CHF | 6,81 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 487 821 CHF | 488 538 CHF | 99,18% | 99,18% |
07/11/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 484 373 CHF | 485 097 CHF | 100,00% | 100,00% |