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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 40 000 | 40 000 | 39 972 | 39 972 | 235 066 CHF | 235 466 CHF | 100,00% | 100,00% |
22/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 40 000 | 40 000 | 40 639 | 40 639 | 235 797 CHF | 236 204 CHF | 99,64% | 99,64% |
20/11/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 239 388 CHF | 239 808 CHF | 99,44% | 99,44% |
19/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 237 872 CHF | 238 292 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 233 481 CHF | 233 901 CHF | 99,88% | 99,88% |
15/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 239 078 CHF | 239 518 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 234 967 CHF | 235 407 CHF | 98,52% | 98,52% |
13/11/2024 | 0,19% | 5,40 CHF | 5,41 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 237 187 CHF | 237 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,36 CHF | 5,37 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 238 546 CHF | 238 986 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 42 000 | 42 000 | 42 004 | 42 004 | 232 316 CHF | 232 736 CHF | 100,00% | 100,00% |