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% | 5,29 CHF | 5,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 788 254 CHF | 789 754 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 807 121 CHF | 808 621 CHF | 99,65% | 99,65% |
18/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 781 916 CHF | 783 416 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 763 595 CHF | 765 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 5,02 CHF | 5,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 728 717 CHF | 730 217 CHF | 99,79% | 99,79% |
13/11/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 780 932 CHF | 782 432 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 752 764 CHF | 754 264 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,01 CHF | 5,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 791 388 CHF | 792 888 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,38 CHF | 5,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 815 321 CHF | 816 821 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,55 CHF | 5,56 CHF | 150 000 | 150 000 | 149 994 | 149 994 | 807 396 CHF | 808 896 CHF | 99,49% | 99,49% |