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 | 160 000 | 160 000 | 160 000 | 160 000 | 1 046 300 CHF | 1 047 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 6,46 CHF | 6,47 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 042 420 CHF | 1 044 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 6,38 CHF | 6,39 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 000 680 CHF | 1 002 280 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 961 967 CHF | 963 567 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 943 956 CHF | 945 556 CHF | 99,91% | 99,91% |
13/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 013 140 CHF | 1 014 740 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 003 360 CHF | 1 004 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,38 CHF | 6,39 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 070 810 CHF | 1 072 410 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 6,96 CHF | 6,97 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 117 090 CHF | 1 118 690 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 7,04 CHF | 7,05 CHF | 160 000 | 160 000 | 159 914 | 159 914 | 1 098 590 CHF | 1 100 190 CHF | 99,92% | 99,92% |