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% | 7,10 CHF | 7,11 CHF | 100 000 | 100 000 | 99 060 | 99 057 | 688 880 CHF | 689 849 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,88 CHF | 6,89 CHF | 100 000 | 100 000 | 99 048 | 99 045 | 686 533 CHF | 687 502 CHF | 98,67% | 98,67% |
18/11/2024 | 0,15% | 6,80 CHF | 6,81 CHF | 100 000 | 100 000 | 99 064 | 99 057 | 661 073 CHF | 662 018 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,47 CHF | 6,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 643 347 CHF | 644 347 CHF | 70,80% | 70,80% |
14/11/2024 | 0,16% | 6,46 CHF | 6,47 CHF | 100 000 | 100 000 | 99 061 | 99 057 | 626 926 CHF | 627 890 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 100 000 | 100 000 | 99 062 | 99 061 | 669 538 CHF | 670 521 CHF | 99,99% | 99,99% |
12/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 663 527 CHF | 664 518 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 6,81 CHF | 6,82 CHF | 100 000 | 100 000 | 99 056 | 99 055 | 705 485 CHF | 706 469 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,39 CHF | 7,40 CHF | 100 000 | 100 000 | 99 215 | 99 215 | 735 461 CHF | 736 454 CHF | 99,84% | 99,84% |
07/11/2024 | 0,14% | 7,47 CHF | 7,48 CHF | 100 000 | 100 000 | 99 063 | 99 061 | 723 438 CHF | 724 419 CHF | 100,00% | 100,00% |