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% | 6,12 CHF | 6,13 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 443 874 CHF | 444 592 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 6,06 CHF | 6,07 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 441 298 CHF | 442 035 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 442 012 CHF | 442 749 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 74 000 | 74 000 | 73 654 | 73 654 | 443 048 CHF | 443 784 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,11 CHF | 6,12 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 440 139 CHF | 440 862 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 442 568 CHF | 443 304 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,14 CHF | 6,15 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 442 225 CHF | 442 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 447 969 CHF | 448 686 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,20 CHF | 6,21 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 444 583 CHF | 445 300 CHF | 99,18% | 99,18% |
07/11/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 440 544 CHF | 441 269 CHF | 100,00% | 100,00% |