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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,16% | 6,41 CHF | 6,42 CHF | 72 000 | 72 000 | 71 574 | 71 574 | 457 180 CHF | 457 896 CHF | 100,00% | 100,00% |
20/11/2024 | 0,16% | 6,21 CHF | 6,22 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 450 606 CHF | 451 324 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,15 CHF | 6,16 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 448 205 CHF | 448 942 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 448 949 CHF | 449 686 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 450 003 CHF | 450 740 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,20 CHF | 6,21 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 446 956 CHF | 447 679 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,15 CHF | 6,16 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 449 477 CHF | 450 213 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 448 969 CHF | 449 686 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,28 CHF | 6,29 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 454 730 CHF | 455 447 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 451 308 CHF | 452 025 CHF | 99,18% | 99,18% |