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% | 6,47 CHF | 6,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 964 143 CHF | 965 643 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,47 CHF | 6,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 982 559 CHF | 984 059 CHF | 99,93% | 99,93% |
18/11/2024 | 0,16% | 6,54 CHF | 6,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 957 488 CHF | 958 988 CHF | 100,00% | 100,00% |
15/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 940 114 CHF | 941 614 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,19 CHF | 6,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 905 394 CHF | 906 894 CHF | 99,79% | 99,79% |
13/11/2024 | 0,16% | 6,31 CHF | 6,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 955 706 CHF | 957 206 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 927 986 CHF | 929 486 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,17 CHF | 6,18 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 965 521 CHF | 967 021 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,54 CHF | 6,55 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 988 028 CHF | 989 528 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,70 CHF | 6,71 CHF | 150 000 | 150 000 | 149 993 | 149 993 | 980 596 CHF | 982 096 CHF | 99,46% | 99,46% |