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 | 0,19% | 5,34 CHF | 5,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 666 549 CHF | 667 799 CHF | 99,49% | 99,49% |
19/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 629 207 CHF | 630 457 CHF | 98,45% | 98,45% |
18/11/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 606 661 CHF | 607 911 CHF | 99,11% | 99,11% |
15/11/2024 | 0,20% | 4,84 CHF | 4,85 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 617 488 CHF | 618 738 CHF | 99,14% | 99,14% |
14/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 623 210 CHF | 624 460 CHF | 99,29% | 99,29% |
13/11/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 606 674 CHF | 607 924 CHF | 98,99% | 98,99% |
12/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 587 381 CHF | 588 631 CHF | 99,17% | 99,17% |
11/11/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 575 389 CHF | 576 639 CHF | 99,35% | 99,35% |
08/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 569 503 CHF | 570 753 CHF | 99,45% | 99,45% |
07/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 555 339 CHF | 556 589 CHF | 99,29% | 99,29% |