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 | 0,18% | 5,64 CHF | 5,65 CHF | 72 000 | 72 000 | 71 799 | 71 799 | 405 086 CHF | 405 805 CHF | 100,00% | 100,00% |
22/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 402 303 CHF | 403 023 CHF | 99,64% | 99,64% |
20/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 404 617 CHF | 405 337 CHF | 99,48% | 99,48% |
19/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 395 999 CHF | 396 719 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 400 308 CHF | 401 028 CHF | 99,89% | 99,89% |
15/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 398 759 CHF | 399 479 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 400 810 CHF | 401 530 CHF | 98,61% | 98,61% |
13/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 72 000 | 72 000 | 71 999 | 71 999 | 398 448 CHF | 399 168 CHF | 99,86% | 99,86% |
12/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 72 000 | 72 000 | 71 773 | 71 773 | 405 231 CHF | 405 948 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 68 000 | 68 000 | 70 745 | 70 745 | 401 835 CHF | 402 542 CHF | 100,00% | 100,00% |