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 | 0,32% | 6,29 CHF | 6,31 CHF | 43 100 | 43 100 | 42 439 | 42 439 | 268 646 CHF | 269 495 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 6,58 CHF | 6,60 CHF | 42 000 | 42 000 | 43 627 | 43 627 | 284 227 CHF | 285 100 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 6,32 CHF | 6,34 CHF | 44 700 | 44 700 | 44 580 | 44 580 | 277 949 CHF | 278 841 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,17 CHF | 6,19 CHF | 44 600 | 44 600 | 44 906 | 44 906 | 276 815 CHF | 277 713 CHF | 98,67% | 98,67% |
14/11/2024 | 0,33% | 6,21 CHF | 6,23 CHF | 45 100 | 45 100 | 42 618 | 42 618 | 260 313 CHF | 261 165 CHF | 99,91% | 99,91% |
13/11/2024 | 0,30% | 6,50 CHF | 6,52 CHF | 41 000 | 41 000 | 40 700 | 40 700 | 267 922 CHF | 268 736 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 6,66 CHF | 6,68 CHF | 40 500 | 40 500 | 40 079 | 40 079 | 267 536 CHF | 268 338 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 6,81 CHF | 6,83 CHF | 39 800 | 39 800 | 37 395 | 37 395 | 256 660 CHF | 257 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 7,34 CHF | 7,36 CHF | 35 800 | 35 800 | 36 583 | 36 583 | 274 695 CHF | 275 426 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 7,51 CHF | 7,53 CHF | 37 100 | 37 100 | 37 523 | 37 523 | 273 616 CHF | 274 367 CHF | 100,00% | 100,00% |