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% | 6,58 CHF | 6,59 CHF | 100 000 | 100 000 | 43 895 | 43 895 | 289 688 CHF | 290 128 CHF | 99,85% | 99,85% |
19/11/2024 | 0,16% | 6,50 CHF | 6,51 CHF | 100 000 | 100 000 | 45 725 | 45 725 | 294 797 CHF | 295 255 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,57 CHF | 6,58 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 286 280 CHF | 286 721 CHF | 99,53% | 99,53% |
15/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 100 000 | 100 000 | 44 333 | 44 333 | 300 495 CHF | 300 940 CHF | 99,58% | 99,58% |
14/11/2024 | 0,24% | 6,96 CHF | 6,99 CHF | 48 500 | 48 500 | 31 249 | 31 249 | 217 650 CHF | 218 223 CHF | 98,87% | 98,87% |
13/11/2024 | 0,15% | 6,93 CHF | 6,94 CHF | 98 000 | 98 000 | 43 777 | 43 777 | 304 909 CHF | 305 348 CHF | 99,69% | 99,69% |
12/11/2024 | 0,15% | 7,02 CHF | 7,03 CHF | 97 000 | 97 000 | 43 562 | 43 562 | 306 342 CHF | 306 778 CHF | 97,68% | 97,68% |
11/11/2024 | 0,14% | 6,93 CHF | 6,94 CHF | 98 000 | 98 000 | 44 003 | 44 003 | 307 881 CHF | 308 322 CHF | 99,24% | 99,24% |
08/11/2024 | 0,15% | 6,99 CHF | 7,00 CHF | 98 000 | 98 000 | 43 870 | 43 870 | 308 220 CHF | 308 661 CHF | 99,20% | 99,20% |
07/11/2024 | 0,15% | 7,03 CHF | 7,04 CHF | 97 000 | 97 000 | 44 201 | 44 201 | 303 026 CHF | 303 469 CHF | 99,74% | 99,74% |