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% | 6,78 CHF | 6,79 CHF | 100 000 | 100 000 | 43 869 | 43 869 | 298 605 CHF | 299 045 CHF | 99,68% | 99,68% |
19/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 100 000 | 100 000 | 45 677 | 45 677 | 303 922 CHF | 304 379 CHF | 99,91% | 99,91% |
18/11/2024 | 0,15% | 6,78 CHF | 6,79 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 295 414 CHF | 295 855 CHF | 99,53% | 99,53% |
15/11/2024 | 0,15% | 6,87 CHF | 6,88 CHF | 100 000 | 100 000 | 44 306 | 44 306 | 309 504 CHF | 309 949 CHF | 99,53% | 99,53% |
14/11/2024 | 0,23% | 7,17 CHF | 7,20 CHF | 48 500 | 48 500 | 31 250 | 31 250 | 224 154 CHF | 224 727 CHF | 98,93% | 98,93% |
13/11/2024 | 0,14% | 7,14 CHF | 7,15 CHF | 98 000 | 98 000 | 43 794 | 43 794 | 314 077 CHF | 314 516 CHF | 99,43% | 99,43% |
12/11/2024 | 0,14% | 7,23 CHF | 7,24 CHF | 97 000 | 97 000 | 43 558 | 43 558 | 315 285 CHF | 315 721 CHF | 97,68% | 97,68% |
11/11/2024 | 0,14% | 7,13 CHF | 7,14 CHF | 98 000 | 98 000 | 44 060 | 44 060 | 317 338 CHF | 317 780 CHF | 99,34% | 99,34% |
08/11/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 98 000 | 98 000 | 43 875 | 43 875 | 317 198 CHF | 317 639 CHF | 99,20% | 99,20% |
07/11/2024 | 0,15% | 7,24 CHF | 7,25 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 311 878 CHF | 312 320 CHF | 99,74% | 99,74% |