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% | 5,96 CHF | 5,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 457 507 CHF | 458 257 CHF | 99,95% | 99,95% |
19/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 447 231 CHF | 447 981 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,21 CHF | 6,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 458 860 CHF | 459 610 CHF | 98,93% | 98,93% |
15/11/2024 | 0,16% | 6,03 CHF | 6,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 467 442 CHF | 468 192 CHF | 100,00% | 100,00% |
14/11/2024 | 0,15% | 6,52 CHF | 6,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 483 570 CHF | 484 320 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,37 CHF | 6,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 480 171 CHF | 480 921 CHF | 99,87% | 99,87% |
12/11/2024 | 0,15% | 6,64 CHF | 6,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 508 906 CHF | 509 656 CHF | 100,00% | 100,00% |
11/11/2024 | 0,14% | 6,98 CHF | 6,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 519 740 CHF | 520 490 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,66 CHF | 6,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 497 749 CHF | 498 499 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,78 CHF | 6,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 504 392 CHF | 505 142 CHF | 99,67% | 99,67% |