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% | 6,89 CHF | 6,90 CHF | 72 000 | 72 000 | 71 573 | 71 573 | 490 994 CHF | 491 710 CHF | 99,84% | 99,84% |
20/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 72 000 | 72 000 | 71 811 | 71 811 | 484 691 CHF | 485 409 CHF | 99,84% | 99,84% |
19/11/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 74 000 | 74 000 | 73 694 | 73 694 | 483 107 CHF | 483 844 CHF | 99,38% | 99,38% |
18/11/2024 | 0,15% | 6,60 CHF | 6,61 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 483 925 CHF | 484 662 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 6,52 CHF | 6,53 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 485 020 CHF | 485 757 CHF | 99,90% | 99,90% |
14/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 72 000 | 72 000 | 72 310 | 72 310 | 481 297 CHF | 482 020 CHF | 99,86% | 99,86% |
13/11/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 484 454 CHF | 485 189 CHF | 99,89% | 99,89% |
12/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 483 008 CHF | 483 725 CHF | 99,76% | 99,76% |
11/11/2024 | 0,15% | 6,76 CHF | 6,77 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 488 835 CHF | 489 552 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 485 473 CHF | 486 190 CHF | 99,20% | 99,20% |