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 | 0,17% | 5,76 CHF | 5,77 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 349 263 CHF | 349 863 CHF | 99,73% | 99,73% |
19/11/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 342 148 CHF | 342 748 CHF | 99,85% | 99,85% |
18/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 345 768 CHF | 346 368 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 344 342 CHF | 344 942 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,81 CHF | 5,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 346 034 CHF | 346 634 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 344 084 CHF | 344 684 CHF | 99,93% | 99,93% |
12/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 350 770 CHF | 351 370 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 352 834 CHF | 353 434 CHF | 99,67% | 99,67% |
08/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 348 357 CHF | 348 957 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 358 529 CHF | 359 129 CHF | 99,70% | 99,70% |