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% | 6,71 CHF | 6,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 641 800 CHF | 1 644 300 CHF | 99,55% | 99,55% |
19/11/2024 | 0,16% | 6,49 CHF | 6,50 CHF | 250 000 | 250 000 | 246 602 | 246 602 | 1 613 970 CHF | 1 616 460 CHF | 99,48% | 99,48% |
18/11/2024 | 0,16% | 6,42 CHF | 6,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 571 420 CHF | 1 573 920 CHF | 99,56% | 99,56% |
15/11/2024 | 0,18% | 6,09 CHF | 6,10 CHF | 250 000 | 250 000 | 245 485 | 245 485 | 1 485 650 CHF | 1 488 140 CHF | 99,61% | 99,61% |
14/11/2024 | 0,18% | 6,08 CHF | 6,09 CHF | 250 000 | 250 000 | 245 591 | 245 591 | 1 459 000 CHF | 1 461 550 CHF | 98,78% | 98,78% |
13/11/2024 | 0,27% | 6,32 CHF | 6,35 CHF | 200 000 | 200 000 | 231 268 | 231 268 | 1 473 530 CHF | 1 477 200 CHF | 96,78% | 96,78% |
12/11/2024 | 0,16% | 6,30 CHF | 6,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 578 380 CHF | 1 580 880 CHF | 99,51% | 99,51% |
11/11/2024 | 0,18% | 6,42 CHF | 6,43 CHF | 250 000 | 250 000 | 240 758 | 240 758 | 1 622 480 CHF | 1 625 300 CHF | 99,56% | 99,56% |
08/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 758 470 CHF | 1 760 970 CHF | 99,53% | 99,53% |
07/11/2024 | 0,15% | 7,10 CHF | 7,11 CHF | 250 000 | 250 000 | 249 243 | 249 243 | 1 725 530 CHF | 1 728 030 CHF | 99,53% | 99,53% |