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 | 0,19% | 5,13 CHF | 5,14 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 572 900 CHF | 1 575 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 534 930 CHF | 1 537 930 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 588 120 CHF | 1 591 120 CHF | 97,72% | 97,72% |
15/11/2024 | 0,18% | 5,30 CHF | 5,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 623 380 CHF | 1 626 380 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 662 960 CHF | 1 665 960 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,47 CHF | 5,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 631 650 CHF | 1 634 650 CHF | 99,73% | 99,73% |
12/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 702 330 CHF | 1 705 330 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 782 590 CHF | 1 785 590 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,71 CHF | 5,72 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 727 880 CHF | 1 730 880 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 1 800 860 CHF | 1 803 860 CHF | 99,67% | 99,67% |