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% | 5,88 CHF | 5,89 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 875 895 CHF | 877 395 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 895 195 CHF | 896 695 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 869 705 CHF | 871 205 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 852 179 CHF | 853 679 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 817 415 CHF | 818 915 CHF | 99,91% | 99,91% |
13/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 868 329 CHF | 869 829 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 840 692 CHF | 842 192 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,59 CHF | 5,60 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 878 456 CHF | 879 956 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 902 334 CHF | 903 834 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 6,13 CHF | 6,14 CHF | 150 000 | 150 000 | 149 993 | 149 993 | 893 995 CHF | 895 495 CHF | 99,47% | 99,47% |