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% | 6,75 CHF | 6,76 CHF | 100 000 | 100 000 | 43 926 | 43 926 | 297 553 CHF | 297 993 CHF | 99,90% | 99,90% |
19/11/2024 | 0,15% | 6,67 CHF | 6,68 CHF | 100 000 | 100 000 | 45 718 | 45 718 | 302 717 CHF | 303 175 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,75 CHF | 6,76 CHF | 100 000 | 100 000 | 44 142 | 44 142 | 294 783 CHF | 295 225 CHF | 99,90% | 99,90% |
15/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 100 000 | 100 000 | 44 474 | 44 474 | 309 180 CHF | 309 626 CHF | 99,85% | 99,85% |
14/11/2024 | 0,23% | 7,13 CHF | 7,16 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 223 196 CHF | 223 770 CHF | 98,97% | 98,97% |
13/11/2024 | 0,14% | 7,11 CHF | 7,12 CHF | 98 000 | 98 000 | 43 920 | 43 920 | 313 430 CHF | 313 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,19 CHF | 7,20 CHF | 97 000 | 97 000 | 43 713 | 43 713 | 314 912 CHF | 315 350 CHF | 97,99% | 97,99% |
11/11/2024 | 0,14% | 7,10 CHF | 7,11 CHF | 98 000 | 98 000 | 44 146 | 44 146 | 316 419 CHF | 316 861 CHF | 99,50% | 99,50% |
08/11/2024 | 0,14% | 7,16 CHF | 7,17 CHF | 98 000 | 98 000 | 43 874 | 43 874 | 315 683 CHF | 316 124 CHF | 99,19% | 99,19% |
07/11/2024 | 0,15% | 7,20 CHF | 7,21 CHF | 97 000 | 97 000 | 44 182 | 44 182 | 310 415 CHF | 310 858 CHF | 99,74% | 99,74% |