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% | 6,03 CHF | 6,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 304 534 CHF | 305 034 CHF | 99,73% | 99,73% |
19/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 290 786 CHF | 291 286 CHF | 99,85% | 99,85% |
18/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 292 543 CHF | 293 043 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 295 542 CHF | 296 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 298 201 CHF | 298 701 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 6,01 CHF | 6,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 301 232 CHF | 301 732 CHF | 99,94% | 99,94% |
12/11/2024 | 0,16% | 6,02 CHF | 6,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 307 070 CHF | 307 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 312 807 CHF | 313 307 CHF | 99,66% | 99,66% |
08/11/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 304 935 CHF | 305 435 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 306 517 CHF | 307 017 CHF | 99,70% | 99,70% |