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% | 6,89 CHF | 6,90 CHF | 100 000 | 100 000 | 43 864 | 43 864 | 303 102 CHF | 303 542 CHF | 99,79% | 99,79% |
19/11/2024 | 0,15% | 6,81 CHF | 6,82 CHF | 100 000 | 100 000 | 45 716 | 45 716 | 308 898 CHF | 309 356 CHF | 99,99% | 99,99% |
18/11/2024 | 0,15% | 6,88 CHF | 6,89 CHF | 100 000 | 100 000 | 44 021 | 44 021 | 299 988 CHF | 300 429 CHF | 99,53% | 99,53% |
15/11/2024 | 0,14% | 6,98 CHF | 6,99 CHF | 100 000 | 100 000 | 44 379 | 44 379 | 314 624 CHF | 315 069 CHF | 99,67% | 99,67% |
14/11/2024 | 0,23% | 7,27 CHF | 7,30 CHF | 48 500 | 48 500 | 31 248 | 31 248 | 227 385 CHF | 227 957 CHF | 98,87% | 98,87% |
13/11/2024 | 0,14% | 7,24 CHF | 7,25 CHF | 98 000 | 98 000 | 43 817 | 43 817 | 318 756 CHF | 319 195 CHF | 99,55% | 99,55% |
12/11/2024 | 0,14% | 7,33 CHF | 7,34 CHF | 97 000 | 97 000 | 43 539 | 43 539 | 319 634 CHF | 320 070 CHF | 97,65% | 97,65% |
11/11/2024 | 0,14% | 7,24 CHF | 7,25 CHF | 98 000 | 98 000 | 43 996 | 43 996 | 321 390 CHF | 321 831 CHF | 99,23% | 99,23% |
08/11/2024 | 0,14% | 7,30 CHF | 7,31 CHF | 98 000 | 98 000 | 43 870 | 43 870 | 321 630 CHF | 322 071 CHF | 99,20% | 99,20% |
07/11/2024 | 0,14% | 7,34 CHF | 7,35 CHF | 97 000 | 97 000 | 44 201 | 44 201 | 316 522 CHF | 316 966 CHF | 99,74% | 99,74% |