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% | 6,68 CHF | 6,69 CHF | 100 000 | 100 000 | 43 901 | 43 901 | 294 273 CHF | 294 713 CHF | 99,86% | 99,86% |
19/11/2024 | 0,16% | 6,60 CHF | 6,61 CHF | 100 000 | 100 000 | 45 669 | 45 669 | 299 156 CHF | 299 613 CHF | 99,90% | 99,90% |
18/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 100 000 | 100 000 | 44 026 | 44 026 | 290 876 CHF | 291 317 CHF | 99,54% | 99,54% |
15/11/2024 | 0,15% | 6,77 CHF | 6,78 CHF | 100 000 | 100 000 | 44 368 | 44 368 | 305 325 CHF | 305 771 CHF | 99,66% | 99,66% |
14/11/2024 | 0,24% | 7,06 CHF | 7,09 CHF | 48 500 | 48 500 | 31 247 | 31 247 | 220 881 CHF | 221 454 CHF | 98,91% | 98,91% |
13/11/2024 | 0,14% | 7,04 CHF | 7,05 CHF | 98 000 | 98 000 | 43 764 | 43 764 | 309 322 CHF | 309 761 CHF | 99,70% | 99,70% |
12/11/2024 | 0,14% | 7,12 CHF | 7,13 CHF | 97 000 | 97 000 | 43 518 | 43 518 | 310 514 CHF | 310 950 CHF | 97,61% | 97,61% |
11/11/2024 | 0,14% | 7,03 CHF | 7,04 CHF | 98 000 | 98 000 | 44 029 | 44 029 | 312 577 CHF | 313 018 CHF | 99,28% | 99,28% |
08/11/2024 | 0,14% | 7,09 CHF | 7,10 CHF | 98 000 | 98 000 | 43 872 | 43 872 | 312 704 CHF | 313 145 CHF | 99,20% | 99,20% |
07/11/2024 | 0,15% | 7,13 CHF | 7,14 CHF | 97 000 | 97 000 | 44 182 | 44 182 | 307 389 CHF | 307 832 CHF | 99,74% | 99,74% |