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 | 0,16% | 6,30 CHF | 6,31 CHF | 100 000 | 100 000 | 43 871 | 43 871 | 277 152 CHF | 277 591 CHF | 99,68% | 99,68% |
19/11/2024 | 0,17% | 6,22 CHF | 6,23 CHF | 100 000 | 100 000 | 45 703 | 45 703 | 281 803 CHF | 282 261 CHF | 99,96% | 99,96% |
18/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 100 000 | 100 000 | 44 021 | 44 021 | 273 861 CHF | 274 302 CHF | 99,53% | 99,53% |
15/11/2024 | 0,16% | 6,38 CHF | 6,39 CHF | 100 000 | 100 000 | 44 432 | 44 432 | 288 590 CHF | 289 036 CHF | 99,77% | 99,77% |
14/11/2024 | 0,25% | 6,68 CHF | 6,71 CHF | 48 500 | 48 500 | 31 258 | 31 258 | 208 868 CHF | 209 442 CHF | 98,92% | 98,92% |
13/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 98 000 | 98 000 | 43 809 | 43 809 | 292 827 CHF | 293 266 CHF | 99,54% | 99,54% |
12/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 97 000 | 97 000 | 43 547 | 43 547 | 294 018 CHF | 294 454 CHF | 97,66% | 97,66% |
11/11/2024 | 0,15% | 6,65 CHF | 6,66 CHF | 98 000 | 98 000 | 44 002 | 44 002 | 295 561 CHF | 296 001 CHF | 99,24% | 99,24% |
08/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 98 000 | 98 000 | 43 872 | 43 872 | 296 069 CHF | 296 510 CHF | 99,20% | 99,20% |
07/11/2024 | 0,16% | 6,75 CHF | 6,76 CHF | 97 000 | 97 000 | 44 202 | 44 202 | 290 748 CHF | 291 191 CHF | 99,74% | 99,74% |