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% | 5,75 CHF | 5,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 290 433 CHF | 290 933 CHF | 99,73% | 99,73% |
19/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 276 760 CHF | 277 260 CHF | 99,85% | 99,85% |
18/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 278 466 CHF | 278 966 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 281 460 CHF | 281 960 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 284 160 CHF | 284 660 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 287 204 CHF | 287 704 CHF | 99,94% | 99,94% |
12/11/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 293 017 CHF | 293 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,97 CHF | 5,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 298 750 CHF | 299 250 CHF | 99,66% | 99,66% |
08/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 290 911 CHF | 291 411 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 292 430 CHF | 292 930 CHF | 99,70% | 99,70% |