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% | 6,11 CHF | 6,12 CHF | 72 000 | 72 000 | 71 574 | 71 574 | 435 595 CHF | 436 310 CHF | 100,00% | 100,00% |
20/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 428 818 CHF | 429 536 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 425 868 CHF | 426 605 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,82 CHF | 5,83 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 426 527 CHF | 427 264 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 427 578 CHF | 428 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 424 969 CHF | 425 692 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 427 129 CHF | 427 865 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 427 187 CHF | 427 904 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,98 CHF | 5,99 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 432 909 CHF | 433 626 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 429 494 CHF | 430 211 CHF | 99,18% | 99,18% |