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 | 0,16% | 6,30 CHF | 6,31 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 317 633 CHF | 318 129 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 50 000 | 50 000 | 49 524 | 49 524 | 311 361 CHF | 311 856 CHF | 99,31% | 99,31% |
18/11/2024 | 0,16% | 6,50 CHF | 6,51 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 320 090 CHF | 320 586 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,48 CHF | 6,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 329 513 CHF | 330 013 CHF | 72,91% | 72,91% |
14/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 50 000 | 50 000 | 49 532 | 49 527 | 332 239 CHF | 332 698 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,63 CHF | 6,64 CHF | 50 000 | 50 000 | 49 524 | 49 524 | 327 139 CHF | 327 635 CHF | 98,47% | 98,47% |
12/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 50 000 | 50 000 | 49 531 | 49 527 | 338 884 CHF | 339 351 CHF | 99,40% | 99,40% |
11/11/2024 | 0,14% | 7,09 CHF | 7,10 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 352 200 CHF | 352 696 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,88 CHF | 6,89 CHF | 50 000 | 50 000 | 49 534 | 49 531 | 343 146 CHF | 343 622 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 7,14 CHF | 7,15 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 355 313 CHF | 355 808 CHF | 100,00% | 100,00% |