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 | 0,49% | 5,95 CHF | 5,98 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 122 728 CHF | 123 328 CHF | 99,49% | 99,49% |
19/11/2024 | 0,52% | 5,83 CHF | 5,86 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 000 CHF | 58 300 CHF | 97,55% | 97,55% |
18/11/2024 | 0,47% | 6,36 CHF | 6,39 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 126 100 CHF | 126 700 CHF | 99,40% | 99,40% |
15/11/2024 | 0,48% | 6,19 CHF | 6,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 123 442 CHF | 124 042 CHF | 98,85% | 98,85% |
14/11/2024 | 0,51% | 6,07 CHF | 6,10 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 117 761 CHF | 118 361 CHF | 99,50% | 99,50% |
13/11/2024 | 0,52% | 5,37 CHF | 5,40 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 114 937 CHF | 115 537 CHF | 95,89% | 95,89% |
12/11/2024 | 0,49% | 5,78 CHF | 5,81 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 319 CHF | 61 619 CHF | 99,57% | 99,57% |
11/11/2024 | 0,49% | 6,42 CHF | 6,45 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 121 887 CHF | 122 487 CHF | 94,72% | 94,72% |
08/11/2024 | 0,53% | 5,51 CHF | 5,54 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 650 CHF | 56 950 CHF | 91,96% | 91,96% |
07/11/2024 | 0,45% | 6,40 CHF | 6,43 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 66 164 CHF | 66 464 CHF | 99,53% | 99,53% |