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% | 5,60 CHF | 5,61 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 716 090 CHF | 1 719 090 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 678 130 CHF | 1 681 130 CHF | 99,99% | 99,99% |
18/11/2024 | 0,17% | 5,82 CHF | 5,83 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 731 280 CHF | 1 734 280 CHF | 97,71% | 97,71% |
15/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 766 440 CHF | 1 769 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,15 CHF | 6,16 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 806 000 CHF | 1 809 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 774 590 CHF | 1 777 590 CHF | 99,73% | 99,73% |
12/11/2024 | 0,16% | 5,96 CHF | 5,97 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 845 310 CHF | 1 848 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,40 CHF | 6,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 925 530 CHF | 1 928 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 870 770 CHF | 1 873 770 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,44 CHF | 6,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 943 710 CHF | 1 946 710 CHF | 99,68% | 99,68% |