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% | 6,76 CHF | 6,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 020 720 CHF | 340 741 CHF | 99,37% | 99,37% |
19/11/2024 | 0,15% | 6,70 CHF | 6,71 CHF | 150 000 | 50 000 | 332 158 | 110 695 | 2 211 630 CHF | 738 155 CHF | 99,38% | 99,38% |
18/11/2024 | 0,14% | 6,99 CHF | 7,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 161 070 CHF | 1 055 190 CHF | 97,52% | 97,52% |
15/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 230 600 CHF | 1 078 370 CHF | 99,37% | 99,37% |
14/11/2024 | 0,14% | 7,32 CHF | 7,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 218 990 CHF | 1 074 500 CHF | 99,37% | 99,37% |
13/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 166 590 CHF | 1 057 030 CHF | 96,98% | 96,98% |
12/11/2024 | 0,14% | 6,92 CHF | 6,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 172 800 CHF | 1 059 100 CHF | 96,93% | 96,93% |
11/11/2024 | 0,14% | 7,06 CHF | 7,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 153 570 CHF | 1 052 690 CHF | 99,35% | 99,35% |
08/11/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 101 120 CHF | 1 035 210 CHF | 99,23% | 99,23% |
07/11/2024 | 0,14% | 6,95 CHF | 6,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 169 260 CHF | 1 057 920 CHF | 98,68% | 98,68% |