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% | 6,86 CHF | 6,87 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 665 390 CHF | 666 381 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,64 CHF | 6,65 CHF | 100 000 | 100 000 | 99 048 | 99 044 | 663 123 CHF | 664 084 CHF | 98,67% | 98,67% |
18/11/2024 | 0,16% | 6,56 CHF | 6,57 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 637 544 CHF | 638 536 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 619 605 CHF | 620 605 CHF | 70,86% | 70,86% |
14/11/2024 | 0,17% | 6,23 CHF | 6,24 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 603 380 CHF | 604 372 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,47 CHF | 6,48 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 646 169 CHF | 647 161 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,45 CHF | 6,46 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 640 195 CHF | 641 187 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,57 CHF | 6,58 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 682 258 CHF | 683 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 711 256 CHF | 712 248 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 7,24 CHF | 7,25 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 700 320 CHF | 701 312 CHF | 100,00% | 100,00% |