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% | 5,80 CHF | 5,81 CHF | 120 400 | 120 400 | 120 702 | 120 702 | 706 648 CHF | 707 855 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 120 900 | 120 900 | 120 118 | 120 118 | 700 565 CHF | 701 766 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 119 600 | 119 600 | 118 997 | 118 997 | 702 955 CHF | 704 145 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 118 700 | 118 700 | 119 121 | 119 121 | 709 431 CHF | 710 622 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 119 400 | 119 400 | 119 340 | 119 340 | 706 510 CHF | 707 703 CHF | 99,91% | 99,91% |
13/11/2024 | 0,17% | 5,86 CHF | 5,87 CHF | 119 300 | 119 300 | 119 783 | 119 783 | 710 229 CHF | 711 426 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 120 100 | 120 100 | 119 738 | 119 738 | 707 548 CHF | 708 745 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 119 500 | 119 500 | 119 017 | 119 017 | 707 223 CHF | 708 413 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 118 800 | 118 800 | 117 956 | 117 956 | 705 848 CHF | 707 028 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,05 CHF | 6,06 CHF | 117 400 | 117 400 | 118 662 | 118 662 | 720 795 CHF | 721 982 CHF | 100,00% | 100,00% |