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% | 6,82 CHF | 6,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 343 933 CHF | 344 433 CHF | 99,73% | 99,73% |
19/11/2024 | 0,15% | 6,63 CHF | 6,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 330 181 CHF | 330 681 CHF | 99,91% | 99,91% |
18/11/2024 | 0,15% | 6,67 CHF | 6,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 331 966 CHF | 332 466 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 334 927 CHF | 335 427 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 337 601 CHF | 338 101 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,80 CHF | 6,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 340 638 CHF | 341 138 CHF | 99,93% | 99,93% |
12/11/2024 | 0,14% | 6,81 CHF | 6,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 346 451 CHF | 346 951 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 352 146 CHF | 352 646 CHF | 99,66% | 99,66% |
08/11/2024 | 0,15% | 6,92 CHF | 6,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 344 323 CHF | 344 823 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 6,91 CHF | 6,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 345 878 CHF | 346 378 CHF | 99,70% | 99,70% |