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% | 5,93 CHF | 5,94 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 740 410 CHF | 741 660 CHF | 99,49% | 99,49% |
19/11/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 702 874 CHF | 704 124 CHF | 98,44% | 98,44% |
18/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 680 596 CHF | 681 846 CHF | 99,33% | 99,33% |
15/11/2024 | 0,18% | 5,44 CHF | 5,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 691 477 CHF | 692 727 CHF | 99,38% | 99,38% |
14/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 697 285 CHF | 698 535 CHF | 99,40% | 99,40% |
13/11/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 680 196 CHF | 681 446 CHF | 99,35% | 99,35% |
12/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 660 836 CHF | 662 086 CHF | 99,16% | 99,16% |
11/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 648 641 CHF | 649 891 CHF | 99,37% | 99,37% |
08/11/2024 | 0,19% | 5,11 CHF | 5,12 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 642 053 CHF | 643 303 CHF | 99,50% | 99,50% |
07/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 628 069 CHF | 629 319 CHF | 99,30% | 99,30% |