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 | 0,24% | 6,34 CHF | 6,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 316 543 CHF | 317 293 CHF | 14,13% | 100,00% |
19/11/2024 | 0,24% | 6,27 CHF | 6,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 315 900 CHF | 316 664 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 6,23 CHF | 6,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 306 818 CHF | 307 567 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 5,96 CHF | 5,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 295 997 CHF | 296 743 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 5,89 CHF | 5,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 287 908 CHF | 288 656 CHF | 99,56% | 99,56% |
13/11/2024 | 0,26% | 5,86 CHF | 5,87 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 290 449 CHF | 291 202 CHF | 99,32% | 99,32% |
12/11/2024 | 0,34% | 5,78 CHF | 5,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 294 942 CHF | 295 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 6,03 CHF | 6,05 CHF | 50 000 | 50 000 | 41 256 | 41 256 | 250 980 CHF | 251 733 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 5,63 CHF | 5,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 281 609 CHF | 282 515 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 5,75 CHF | 5,76 CHF | 50 000 | 50 000 | 35 694 | 35 694 | 205 612 CHF | 206 352 CHF | 97,53% | 97,53% |