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% | 5,60 CHF | 5,61 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 226 491 CHF | 226 891 CHF | 99,39% | 99,39% |
19/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 222 569 CHF | 222 969 CHF | 99,31% | 99,31% |
18/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 111 852 CHF | 112 052 CHF | 99,27% | 99,27% |
15/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 111 968 CHF | 112 168 CHF | 99,39% | 99,39% |
14/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 110 324 CHF | 110 524 CHF | 99,37% | 99,37% |
13/11/2024 | 0,18% | 5,48 CHF | 5,49 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 110 070 CHF | 110 270 CHF | 99,36% | 99,36% |
12/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 112 251 CHF | 112 451 CHF | 99,10% | 99,10% |
11/11/2024 | 0,17% | 5,75 CHF | 5,76 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 115 573 CHF | 115 773 CHF | 99,31% | 99,31% |
08/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 111 819 CHF | 112 019 CHF | 99,39% | 99,39% |
07/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 112 179 CHF | 112 379 CHF | 99,24% | 99,24% |