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% | 6,92 CHF | 6,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 087 290 CHF | 696 762 CHF | 99,41% | 99,41% |
19/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 034 510 CHF | 679 169 CHF | 98,85% | 98,85% |
18/11/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 053 710 CHF | 685 571 CHF | 97,38% | 97,38% |
15/11/2024 | 0,14% | 7,00 CHF | 7,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 146 110 CHF | 716 371 CHF | 97,98% | 97,98% |
14/11/2024 | 0,14% | 7,30 CHF | 7,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 192 610 CHF | 731 869 CHF | 99,41% | 99,41% |
13/11/2024 | 0,14% | 7,27 CHF | 7,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 195 470 CHF | 732 822 CHF | 94,68% | 94,68% |
12/11/2024 | 0,14% | 7,35 CHF | 7,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 197 500 CHF | 733 499 CHF | 96,75% | 96,75% |
11/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 210 380 CHF | 737 794 CHF | 99,41% | 99,41% |
08/11/2024 | 0,14% | 7,32 CHF | 7,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 211 920 CHF | 738 308 CHF | 90,72% | 90,72% |
07/11/2024 | 0,14% | 7,36 CHF | 7,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 2 136 640 CHF | 713 212 CHF | 98,67% | 98,67% |