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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,15% | 6,70 CHF | 6,71 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 990 260 CHF | 1 993 260 CHF | 99,96% | 99,96% |
20/11/2024 | 0,16% | 6,32 CHF | 6,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 930 820 CHF | 1 933 820 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,31 CHF | 6,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 892 810 CHF | 1 895 810 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,54 CHF | 6,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 945 940 CHF | 1 948 940 CHF | 97,74% | 97,74% |
15/11/2024 | 0,15% | 6,49 CHF | 6,50 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 981 140 CHF | 1 984 140 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,87 CHF | 6,88 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 020 600 CHF | 2 023 600 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 989 210 CHF | 1 992 210 CHF | 99,73% | 99,73% |
12/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 059 860 CHF | 2 062 860 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 7,11 CHF | 7,12 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 140 080 CHF | 2 143 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 6,90 CHF | 6,91 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 2 085 270 CHF | 2 088 270 CHF | 100,00% | 100,00% |