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% | 5,92 CHF | 5,93 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 294 094 CHF | 294 589 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 289 749 CHF | 290 241 CHF | 61,62% | 61,62% |
18/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 286 612 CHF | 287 107 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 290 293 CHF | 290 793 CHF | 70,45% | 70,45% |
14/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 291 058 CHF | 291 551 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 286 353 CHF | 286 849 CHF | 99,95% | 99,95% |
12/11/2024 | 0,17% | 5,75 CHF | 5,76 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 287 275 CHF | 287 771 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 288 527 CHF | 289 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 293 850 CHF | 294 346 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 294 979 CHF | 295 474 CHF | 100,00% | 100,00% |