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 | 0,31% | 6,49 CHF | 6,51 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 128 213 CHF | 128 609 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 6,49 CHF | 6,51 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 128 449 CHF | 128 845 CHF | 98,78% | 98,78% |
18/11/2024 | 0,32% | 6,27 CHF | 6,29 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 124 018 CHF | 124 415 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,22 CHF | 6,24 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 123 953 CHF | 124 353 CHF | 71,85% | 71,85% |
14/11/2024 | 0,33% | 6,09 CHF | 6,11 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 119 382 CHF | 119 779 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 5,96 CHF | 5,98 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 116 827 CHF | 117 224 CHF | 99,45% | 99,45% |
12/11/2024 | 0,35% | 5,82 CHF | 5,84 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 113 014 CHF | 113 411 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 5,63 CHF | 5,65 CHF | 20 000 | 20 000 | 19 799 | 19 799 | 113 459 CHF | 113 856 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 5,88 CHF | 5,90 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 119 252 CHF | 119 649 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 6,19 CHF | 6,21 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 123 348 CHF | 123 745 CHF | 100,00% | 100,00% |