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% | 5,43 CHF | 5,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 276 001 CHF | 276 648 CHF | 99,36% | 99,36% |
19/11/2024 | 0,25% | 5,40 CHF | 5,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 268 069 CHF | 268 752 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 5,48 CHF | 5,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 272 010 CHF | 272 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 5,40 CHF | 5,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 270 534 CHF | 271 293 CHF | 99,47% | 99,47% |
14/11/2024 | 0,28% | 5,50 CHF | 5,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 272 382 CHF | 273 150 CHF | 99,44% | 99,44% |
13/11/2024 | 0,25% | 5,40 CHF | 5,41 CHF | 50 000 | 50 000 | 49 556 | 49 556 | 267 929 CHF | 268 591 CHF | 98,88% | 98,88% |
12/11/2024 | 0,26% | 5,47 CHF | 5,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 277 767 CHF | 278 497 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 5,65 CHF | 5,67 CHF | 50 000 | 50 000 | 48 721 | 48 721 | 272 896 CHF | 273 617 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 5,48 CHF | 5,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 275 055 CHF | 275 811 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 5,70 CHF | 5,72 CHF | 50 000 | 50 000 | 48 701 | 48 701 | 279 026 CHF | 279 679 CHF | 98,94% | 98,94% |