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 | 0,18% | 5,43 CHF | 5,44 CHF | 150 000 | 100 000 | 148 592 | 99 061 | 823 140 CHF | 549 751 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 150 000 | 100 000 | 148 582 | 99 055 | 803 886 CHF | 536 916 CHF | 99,33% | 99,33% |
18/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 150 000 | 100 000 | 148 595 | 99 064 | 833 878 CHF | 556 910 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 150 000 | 100 000 | 150 000 | 100 000 | 853 276 CHF | 569 851 CHF | 74,49% | 74,49% |
14/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 150 000 | 100 000 | 148 597 | 99 060 | 844 716 CHF | 564 111 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 150 000 | 100 000 | 148 578 | 99 052 | 813 980 CHF | 543 645 CHF | 98,89% | 98,89% |
12/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 150 000 | 100 000 | 148 602 | 99 065 | 846 606 CHF | 565 378 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 150 000 | 100 000 | 148 681 | 99 120 | 880 707 CHF | 588 130 CHF | 99,94% | 99,94% |
08/11/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 150 000 | 100 000 | 148 596 | 99 064 | 850 007 CHF | 567 663 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 150 000 | 100 000 | 148 595 | 99 063 | 864 112 CHF | 577 067 CHF | 100,00% | 100,00% |