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% | 6,31 CHF | 6,32 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 980 521 CHF | 327 340 CHF | 99,36% | 99,36% |
19/11/2024 | 0,16% | 6,44 CHF | 6,45 CHF | 150 000 | 50 000 | 105 104 | 64 925 | 660 492 CHF | 407 490 CHF | 98,83% | 98,83% |
18/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 464 692 CHF | 465 442 CHF | 97,61% | 97,61% |
15/11/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 471 477 CHF | 472 227 CHF | 99,35% | 99,35% |
14/11/2024 | 0,15% | 6,41 CHF | 6,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 501 008 CHF | 501 758 CHF | 99,34% | 99,34% |
13/11/2024 | 0,15% | 6,71 CHF | 6,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 511 960 CHF | 512 710 CHF | 94,72% | 94,72% |
12/11/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 506 601 CHF | 507 351 CHF | 94,20% | 94,20% |
11/11/2024 | 0,15% | 6,73 CHF | 6,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 498 817 CHF | 499 567 CHF | 98,53% | 98,53% |
08/11/2024 | 0,15% | 6,60 CHF | 6,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 502 205 CHF | 502 955 CHF | 90,78% | 90,78% |
07/11/2024 | 0,15% | 6,62 CHF | 6,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 488 499 CHF | 489 249 CHF | 98,65% | 98,65% |