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 | 0,14% | 6,73 CHF | 6,74 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 042 750 CHF | 348 085 CHF | 99,37% | 99,37% |
19/11/2024 | 0,15% | 6,85 CHF | 6,86 CHF | 150 000 | 50 000 | 105 103 | 64 924 | 703 955 CHF | 434 348 CHF | 98,84% | 98,84% |
18/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 495 855 CHF | 496 605 CHF | 97,55% | 97,55% |
15/11/2024 | 0,15% | 6,45 CHF | 6,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 502 673 CHF | 503 423 CHF | 99,36% | 99,36% |
14/11/2024 | 0,14% | 6,83 CHF | 6,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 532 213 CHF | 532 963 CHF | 99,34% | 99,34% |
13/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 542 960 CHF | 543 710 CHF | 94,64% | 94,64% |
12/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 537 543 CHF | 538 293 CHF | 94,10% | 94,10% |
11/11/2024 | 0,14% | 7,14 CHF | 7,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 529 673 CHF | 530 423 CHF | 98,53% | 98,53% |
08/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 532 794 CHF | 533 544 CHF | 90,81% | 90,81% |
07/11/2024 | 0,14% | 7,03 CHF | 7,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 519 187 CHF | 519 937 CHF | 98,65% | 98,65% |