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% | 6,65 CHF | 6,66 CHF | 100 000 | 100 000 | 43 922 | 43 922 | 293 113 CHF | 293 553 CHF | 99,90% | 99,90% |
19/11/2024 | 0,16% | 6,57 CHF | 6,58 CHF | 100 000 | 100 000 | 45 727 | 45 727 | 298 204 CHF | 298 662 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 100 000 | 100 000 | 44 139 | 44 139 | 290 318 CHF | 290 760 CHF | 99,90% | 99,90% |
15/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 100 000 | 100 000 | 44 476 | 44 476 | 304 714 CHF | 305 161 CHF | 99,85% | 99,85% |
14/11/2024 | 0,24% | 7,03 CHF | 7,06 CHF | 48 500 | 48 500 | 31 258 | 31 258 | 219 982 CHF | 220 556 CHF | 98,97% | 98,97% |
13/11/2024 | 0,14% | 7,01 CHF | 7,02 CHF | 98 000 | 98 000 | 43 924 | 43 924 | 309 066 CHF | 309 506 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,09 CHF | 7,10 CHF | 97 000 | 97 000 | 43 714 | 43 714 | 310 551 CHF | 310 989 CHF | 97,99% | 97,99% |
11/11/2024 | 0,14% | 7,00 CHF | 7,01 CHF | 98 000 | 98 000 | 44 145 | 44 145 | 312 022 CHF | 312 464 CHF | 99,50% | 99,50% |
08/11/2024 | 0,15% | 7,06 CHF | 7,07 CHF | 98 000 | 98 000 | 43 877 | 43 877 | 311 371 CHF | 311 812 CHF | 99,18% | 99,18% |
07/11/2024 | 0,15% | 7,10 CHF | 7,11 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 306 031 CHF | 306 474 CHF | 99,74% | 99,74% |