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 | 0,81% | 6,17 CHF | 6,22 CHF | 2 630 | 2 630 | 2 606 | 2 606 | 16 274 CHF | 16 404 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 6,26 CHF | 6,31 CHF | 2 600 | 2 600 | 2 576 | 2 576 | 15 762 CHF | 15 891 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 6,31 CHF | 6,36 CHF | 2 490 | 2 490 | 2 476 | 2 476 | 15 387 CHF | 15 511 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 6,52 CHF | 6,58 CHF | 2 290 | 2 290 | 2 288 | 2 288 | 15 284 CHF | 15 421 CHF | 71,36% | 71,36% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,89% | 6,81 CHF | 6,87 CHF | 2 330 | 2 330 | 2 316 | 2 316 | 15 723 CHF | 15 862 CHF | 99,65% | 99,65% |
12/11/2024 | 0,83% | 7,11 CHF | 7,17 CHF | 2 190 | 2 190 | 2 165 | 2 165 | 15 793 CHF | 15 923 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 7,63 CHF | 7,69 CHF | 2 210 | 2 210 | 2 186 | 2 186 | 16 832 CHF | 16 964 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 7,55 CHF | 7,61 CHF | 2 190 | 2 190 | 2 167 | 2 167 | 16 563 CHF | 16 693 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 7,52 CHF | 7,59 CHF | 2 070 | 2 070 | 2 042 | 2 042 | 16 153 CHF | 16 296 CHF | 100,00% | 100,00% |