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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,16% | 6,58 CHF | 6,59 CHF | 100 000 | 100 000 | 44 464 | 44 464 | 294 202 CHF | 294 649 CHF | 100,00% | 100,00% |
20/11/2024 | 0,15% | 6,55 CHF | 6,56 CHF | 100 000 | 100 000 | 43 926 | 43 926 | 288 710 CHF | 289 150 CHF | 99,90% | 99,90% |
19/11/2024 | 0,16% | 6,47 CHF | 6,48 CHF | 100 000 | 100 000 | 45 725 | 45 725 | 293 596 CHF | 294 054 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,55 CHF | 6,56 CHF | 100 000 | 100 000 | 44 142 | 44 142 | 285 897 CHF | 286 339 CHF | 99,90% | 99,90% |
15/11/2024 | 0,15% | 6,64 CHF | 6,65 CHF | 100 000 | 100 000 | 44 474 | 44 474 | 300 213 CHF | 300 660 CHF | 99,85% | 99,85% |
14/11/2024 | 0,24% | 6,93 CHF | 6,96 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 216 893 CHF | 217 467 CHF | 98,97% | 98,97% |
13/11/2024 | 0,15% | 6,91 CHF | 6,92 CHF | 98 000 | 98 000 | 43 924 | 43 924 | 304 665 CHF | 305 105 CHF | 100,00% | 100,00% |
12/11/2024 | 0,15% | 6,99 CHF | 7,00 CHF | 97 000 | 97 000 | 43 716 | 43 716 | 306 185 CHF | 306 623 CHF | 97,99% | 97,99% |
11/11/2024 | 0,14% | 6,90 CHF | 6,91 CHF | 98 000 | 98 000 | 44 142 | 44 142 | 307 587 CHF | 308 028 CHF | 99,50% | 99,50% |
08/11/2024 | 0,15% | 6,96 CHF | 6,97 CHF | 98 000 | 98 000 | 43 875 | 43 875 | 307 013 CHF | 307 454 CHF | 99,18% | 99,18% |