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% | 6,85 CHF | 6,86 CHF | 100 000 | 100 000 | 43 925 | 43 925 | 301 968 CHF | 302 409 CHF | 99,90% | 99,90% |
19/11/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 100 000 | 100 000 | 45 724 | 45 724 | 307 354 CHF | 307 812 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 6,85 CHF | 6,86 CHF | 100 000 | 100 000 | 44 143 | 44 143 | 299 243 CHF | 299 686 CHF | 99,90% | 99,90% |
15/11/2024 | 0,14% | 6,94 CHF | 6,95 CHF | 100 000 | 100 000 | 44 477 | 44 477 | 313 693 CHF | 314 140 CHF | 99,85% | 99,85% |
14/11/2024 | 0,23% | 7,23 CHF | 7,26 CHF | 48 500 | 48 500 | 31 267 | 31 267 | 226 348 CHF | 226 922 CHF | 98,97% | 98,97% |
13/11/2024 | 0,14% | 7,21 CHF | 7,22 CHF | 98 000 | 98 000 | 43 920 | 43 920 | 317 839 CHF | 318 279 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 7,29 CHF | 7,30 CHF | 97 000 | 97 000 | 43 714 | 43 714 | 319 291 CHF | 319 729 CHF | 97,99% | 97,99% |
11/11/2024 | 0,14% | 7,20 CHF | 7,21 CHF | 98 000 | 98 000 | 44 141 | 44 141 | 320 798 CHF | 321 240 CHF | 99,50% | 99,50% |
08/11/2024 | 0,14% | 7,26 CHF | 7,27 CHF | 98 000 | 98 000 | 43 875 | 43 875 | 320 030 CHF | 320 471 CHF | 99,18% | 99,18% |
07/11/2024 | 0,14% | 7,30 CHF | 7,31 CHF | 97 000 | 97 000 | 44 203 | 44 203 | 314 934 CHF | 315 377 CHF | 99,74% | 99,74% |