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 | 0,18% | 5,35 CHF | 5,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 272 456 CHF | 272 956 CHF | 99,73% | 99,73% |
19/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 264 438 CHF | 264 938 CHF | 99,82% | 99,82% |
18/11/2024 | 0,19% | 5,40 CHF | 5,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 269 788 CHF | 270 288 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 278 127 CHF | 278 627 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 279 454 CHF | 279 954 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,48 CHF | 5,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 272 340 CHF | 272 840 CHF | 99,94% | 99,94% |
12/11/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 279 190 CHF | 279 690 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 285 180 CHF | 285 680 CHF | 99,66% | 99,66% |
08/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 277 534 CHF | 278 034 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 279 829 CHF | 280 329 CHF | 99,70% | 99,70% |