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% | 6,01 CHF | 6,02 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 436 323 CHF | 437 041 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 74 000 | 74 000 | 73 696 | 73 696 | 433 560 CHF | 434 297 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 434 259 CHF | 434 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 74 000 | 74 000 | 73 654 | 73 654 | 435 316 CHF | 436 053 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 432 573 CHF | 433 296 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 434 829 CHF | 435 564 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 72 000 | 72 000 | 71 704 | 71 704 | 434 713 CHF | 435 430 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,08 CHF | 6,09 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 440 442 CHF | 441 159 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,09 CHF | 6,10 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 436 994 CHF | 437 711 CHF | 99,18% | 99,18% |
07/11/2024 | 0,17% | 6,06 CHF | 6,07 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 432 866 CHF | 433 590 CHF | 100,00% | 100,00% |