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 | 0,14% | 6,73 CHF | 6,74 CHF | 225 000 | 225 000 | 224 876 | 224 876 | 1 583 500 CHF | 1 585 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 6,76 CHF | 6,78 CHF | 225 000 | 225 000 | 224 539 | 224 539 | 1 491 490 CHF | 1 494 050 CHF | 100,00% | 100,00% |
18/11/2024 | 0,16% | 7,28 CHF | 7,30 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 1 633 100 CHF | 1 635 730 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 7,36 CHF | 7,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 496 280 CHF | 1 498 570 CHF | 100,00% | 100,00% |
14/11/2024 | 0,13% | 7,59 CHF | 7,60 CHF | 225 000 | 225 000 | 223 960 | 223 960 | 1 678 250 CHF | 1 680 500 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 6,73 CHF | 6,74 CHF | 225 000 | 225 000 | 224 484 | 224 484 | 1 538 180 CHF | 1 540 430 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,91 CHF | 6,93 CHF | 200 000 | 200 000 | 199 549 | 199 549 | 1 527 850 CHF | 1 530 350 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 8,43 CHF | 8,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 1 689 950 CHF | 1 692 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 7,65 CHF | 7,66 CHF | 200 000 | 200 000 | 199 534 | 199 534 | 1 546 100 CHF | 1 548 650 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 8,26 CHF | 8,27 CHF | 225 000 | 225 000 | 223 978 | 223 978 | 1 801 170 CHF | 1 803 810 CHF | 100,00% | 100,00% |