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% | 6,26 CHF | 6,27 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 782 373 CHF | 783 623 CHF | 99,48% | 99,48% |
19/11/2024 | 0,17% | 6,04 CHF | 6,05 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 744 836 CHF | 746 086 CHF | 99,34% | 99,34% |
18/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 722 700 CHF | 723 950 CHF | 99,29% | 99,29% |
15/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 733 525 CHF | 734 775 CHF | 99,35% | 99,35% |
14/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 739 453 CHF | 740 703 CHF | 99,40% | 99,40% |
13/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 722 033 CHF | 723 283 CHF | 99,35% | 99,35% |
12/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 702 606 CHF | 703 856 CHF | 99,18% | 99,18% |
11/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 690 269 CHF | 691 519 CHF | 99,32% | 99,32% |
08/11/2024 | 0,18% | 5,44 CHF | 5,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 683 354 CHF | 684 604 CHF | 99,45% | 99,45% |
07/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 669 555 CHF | 670 805 CHF | 99,39% | 99,39% |