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 | 0,15% | 6,46 CHF | 6,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 490 077 CHF | 490 827 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,51 CHF | 6,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 488 646 CHF | 489 396 CHF | 99,87% | 99,87% |
18/11/2024 | 0,15% | 6,61 CHF | 6,62 CHF | 75 000 | 75 000 | 74 415 | 74 415 | 494 041 CHF | 494 785 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,69 CHF | 6,70 CHF | 73 000 | 73 000 | 73 117 | 73 117 | 493 056 CHF | 493 787 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 6,98 CHF | 6,99 CHF | 73 000 | 73 000 | 73 000 | 73 000 | 506 062 CHF | 506 792 CHF | 100,00% | 100,00% |
13/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 73 000 | 73 000 | 71 339 | 71 339 | 502 163 CHF | 502 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 6,99 CHF | 7,00 CHF | 73 000 | 73 000 | 71 604 | 71 604 | 502 656 CHF | 503 372 CHF | 99,89% | 99,89% |
11/11/2024 | 0,14% | 7,14 CHF | 7,15 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 499 434 CHF | 500 134 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 73 000 | 73 000 | 71 199 | 71 199 | 502 075 CHF | 502 787 CHF | 98,89% | 98,89% |
07/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 499 743 CHF | 500 443 CHF | 100,00% | 100,00% |