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 | 0,25% | 5,17 CHF | 5,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 261 720 CHF | 262 383 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 4,99 CHF | 5,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 247 983 CHF | 248 658 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 5,03 CHF | 5,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 249 745 CHF | 250 395 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 5,02 CHF | 5,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 252 747 CHF | 253 461 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 5,10 CHF | 5,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 255 463 CHF | 256 103 CHF | 99,52% | 99,52% |
13/11/2024 | 0,28% | 5,15 CHF | 5,17 CHF | 50 000 | 50 000 | 49 441 | 49 441 | 255 615 CHF | 256 319 CHF | 99,32% | 99,32% |
12/11/2024 | 0,27% | 5,16 CHF | 5,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 264 349 CHF | 265 063 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 5,40 CHF | 5,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 270 102 CHF | 270 743 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 5,28 CHF | 5,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 262 252 CHF | 262 935 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 5,27 CHF | 5,28 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 257 032 CHF | 257 730 CHF | 99,13% | 99,13% |