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% | 6,39 CHF | 6,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 964 843 CHF | 322 114 CHF | 99,37% | 99,37% |
19/11/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 150 000 | 50 000 | 332 158 | 110 696 | 2 088 070 CHF | 696 981 CHF | 99,38% | 99,38% |
18/11/2024 | 0,15% | 6,61 CHF | 6,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 993 170 CHF | 999 224 CHF | 97,57% | 97,57% |
15/11/2024 | 0,15% | 6,67 CHF | 6,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 062 340 CHF | 1 022 280 CHF | 99,38% | 99,38% |
14/11/2024 | 0,15% | 6,95 CHF | 6,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 051 030 CHF | 1 018 510 CHF | 99,38% | 99,38% |
13/11/2024 | 0,15% | 6,64 CHF | 6,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 998 600 CHF | 1 001 030 CHF | 96,95% | 96,95% |
12/11/2024 | 0,15% | 6,55 CHF | 6,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 005 010 CHF | 1 003 170 CHF | 96,92% | 96,92% |
11/11/2024 | 0,15% | 6,69 CHF | 6,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 985 620 CHF | 996 705 CHF | 99,35% | 99,35% |
08/11/2024 | 0,15% | 6,54 CHF | 6,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 2 932 850 CHF | 979 117 CHF | 99,23% | 99,23% |
07/11/2024 | 0,15% | 6,58 CHF | 6,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 3 000 410 CHF | 1 001 640 CHF | 98,68% | 98,68% |