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% | 6,44 CHF | 6,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 493 880 CHF | 494 630 CHF | 99,92% | 99,92% |
19/11/2024 | 0,15% | 6,53 CHF | 6,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 483 952 CHF | 484 702 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,70 CHF | 6,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 495 501 CHF | 496 251 CHF | 98,93% | 98,93% |
15/11/2024 | 0,15% | 6,52 CHF | 6,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 504 022 CHF | 504 772 CHF | 100,00% | 100,00% |
14/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 520 044 CHF | 520 794 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,86 CHF | 6,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 516 620 CHF | 517 370 CHF | 99,88% | 99,88% |
12/11/2024 | 0,14% | 7,13 CHF | 7,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 545 501 CHF | 546 251 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 7,47 CHF | 7,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 556 326 CHF | 557 076 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 7,15 CHF | 7,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 534 332 CHF | 535 082 CHF | 100,00% | 100,00% |
07/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 540 783 CHF | 541 533 CHF | 99,67% | 99,67% |