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% | 5,80 CHF | 5,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 466 640 CHF | 587 657 CHF | 99,38% | 99,38% |
19/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 397 980 CHF | 560 194 CHF | 99,38% | 99,38% |
18/11/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 406 810 CHF | 563 724 CHF | 99,38% | 99,38% |
15/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 421 770 CHF | 569 709 CHF | 99,37% | 99,37% |
14/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 434 990 CHF | 574 994 CHF | 99,38% | 99,38% |
13/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 450 180 CHF | 581 070 CHF | 99,38% | 99,38% |
12/11/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 479 590 CHF | 592 835 CHF | 99,11% | 99,11% |
11/11/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 508 000 CHF | 604 202 CHF | 99,38% | 99,38% |
08/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 469 090 CHF | 588 634 CHF | 99,38% | 99,38% |
07/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 1 476 760 CHF | 591 702 CHF | 98,69% | 98,69% |