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% | 6,06 CHF | 6,07 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 757 247 CHF | 758 497 CHF | 99,49% | 99,49% |
19/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 719 772 CHF | 721 022 CHF | 99,36% | 99,36% |
18/11/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 697 490 CHF | 698 740 CHF | 99,32% | 99,32% |
15/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 708 303 CHF | 709 553 CHF | 99,42% | 99,42% |
14/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 714 247 CHF | 715 497 CHF | 99,41% | 99,41% |
13/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 697 003 CHF | 698 253 CHF | 99,22% | 99,22% |
12/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 677 608 CHF | 678 858 CHF | 99,18% | 99,18% |
11/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 665 348 CHF | 666 598 CHF | 99,09% | 99,09% |
08/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 658 661 CHF | 659 911 CHF | 99,45% | 99,45% |
07/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 644 744 CHF | 645 994 CHF | 99,35% | 99,35% |