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 | 0,23% | 5,77 CHF | 5,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 291 828 CHF | 292 490 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 5,59 CHF | 5,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 278 092 CHF | 278 767 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 5,63 CHF | 5,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 279 774 CHF | 280 492 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 5,62 CHF | 5,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 282 852 CHF | 283 519 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 5,70 CHF | 5,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 285 500 CHF | 286 203 CHF | 99,52% | 99,52% |
13/11/2024 | 0,22% | 5,75 CHF | 5,77 CHF | 50 000 | 50 000 | 49 441 | 49 441 | 285 388 CHF | 286 010 CHF | 99,32% | 99,32% |
12/11/2024 | 0,23% | 5,77 CHF | 5,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 294 451 CHF | 295 130 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 6,00 CHF | 6,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 300 138 CHF | 300 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 5,88 CHF | 5,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 292 323 CHF | 293 010 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 286 308 CHF | 286 953 CHF | 99,13% | 99,13% |