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 | 0,16% | 6,14 CHF | 6,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 310 173 CHF | 310 673 CHF | 99,73% | 99,73% |
19/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 296 449 CHF | 296 949 CHF | 99,87% | 99,87% |
18/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 298 140 CHF | 298 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,98 CHF | 5,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 301 146 CHF | 301 646 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,06 CHF | 6,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 303 842 CHF | 304 342 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 306 899 CHF | 307 399 CHF | 99,93% | 99,93% |
12/11/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 312 725 CHF | 313 225 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,37 CHF | 6,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 318 439 CHF | 318 939 CHF | 99,66% | 99,66% |
08/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 310 610 CHF | 311 110 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 312 103 CHF | 312 603 CHF | 99,70% | 99,70% |