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 | 0,30% | 6,71 CHF | 6,73 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 132 510 CHF | 132 907 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 6,71 CHF | 6,73 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 132 765 CHF | 133 161 CHF | 98,78% | 98,78% |
18/11/2024 | 0,31% | 6,49 CHF | 6,51 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 128 297 CHF | 128 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 6,44 CHF | 6,46 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 128 312 CHF | 128 712 CHF | 71,66% | 71,66% |
14/11/2024 | 0,32% | 6,31 CHF | 6,33 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 123 698 CHF | 124 095 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 6,18 CHF | 6,20 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 121 135 CHF | 121 531 CHF | 99,45% | 99,45% |
12/11/2024 | 0,34% | 6,04 CHF | 6,06 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 117 307 CHF | 117 704 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 5,85 CHF | 5,87 CHF | 20 000 | 20 000 | 19 799 | 19 799 | 117 770 CHF | 118 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 6,10 CHF | 6,12 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 123 563 CHF | 123 960 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 6,41 CHF | 6,43 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 127 648 CHF | 128 045 CHF | 100,00% | 100,00% |