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% | 6,40 CHF | 6,41 CHF | 100 000 | 100 000 | 43 865 | 43 865 | 281 625 CHF | 282 064 CHF | 99,80% | 99,80% |
19/11/2024 | 0,16% | 6,32 CHF | 6,33 CHF | 100 000 | 100 000 | 45 725 | 45 725 | 286 618 CHF | 287 076 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,39 CHF | 6,40 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 278 381 CHF | 278 822 CHF | 99,53% | 99,53% |
15/11/2024 | 0,15% | 6,48 CHF | 6,49 CHF | 100 000 | 100 000 | 44 333 | 44 333 | 292 526 CHF | 292 971 CHF | 99,58% | 99,58% |
14/11/2024 | 0,25% | 6,78 CHF | 6,81 CHF | 48 500 | 48 500 | 31 249 | 31 249 | 212 029 CHF | 212 602 CHF | 98,87% | 98,87% |
13/11/2024 | 0,15% | 6,76 CHF | 6,77 CHF | 98 000 | 98 000 | 43 768 | 43 768 | 297 023 CHF | 297 461 CHF | 99,71% | 99,71% |
12/11/2024 | 0,15% | 6,84 CHF | 6,85 CHF | 97 000 | 97 000 | 43 486 | 43 486 | 298 054 CHF | 298 489 CHF | 97,55% | 97,55% |
11/11/2024 | 0,15% | 6,75 CHF | 6,76 CHF | 98 000 | 98 000 | 44 019 | 44 019 | 300 155 CHF | 300 596 CHF | 99,27% | 99,27% |
08/11/2024 | 0,15% | 6,81 CHF | 6,82 CHF | 98 000 | 98 000 | 43 871 | 43 871 | 300 495 CHF | 300 936 CHF | 99,20% | 99,20% |
07/11/2024 | 0,15% | 6,86 CHF | 6,87 CHF | 97 000 | 97 000 | 44 200 | 44 200 | 295 207 CHF | 295 650 CHF | 99,74% | 99,74% |