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% | 5,63 CHF | 5,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 703 645 CHF | 704 895 CHF | 99,49% | 99,49% |
19/11/2024 | 0,19% | 5,41 CHF | 5,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 666 309 CHF | 667 559 CHF | 97,49% | 97,49% |
18/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 643 831 CHF | 645 081 CHF | 98,94% | 98,94% |
15/11/2024 | 0,19% | 5,14 CHF | 5,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 654 611 CHF | 655 861 CHF | 99,34% | 99,34% |
14/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 660 489 CHF | 661 739 CHF | 99,46% | 99,46% |
13/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 643 635 CHF | 644 885 CHF | 99,26% | 99,26% |
12/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 624 311 CHF | 625 561 CHF | 99,19% | 99,19% |
11/11/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 612 222 CHF | 613 472 CHF | 99,38% | 99,38% |
08/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 605 990 CHF | 607 240 CHF | 99,44% | 99,44% |
07/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 591 872 CHF | 593 122 CHF | 99,32% | 99,32% |