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 | 0,17% | 5,67 CHF | 5,68 CHF | 630 000 | 630 000 | 630 000 | 630 000 | 3 669 810 CHF | 3 676 110 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 620 000 | 620 000 | 620 000 | 620 000 | 3 489 460 CHF | 3 495 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 620 000 | 620 000 | 620 000 | 620 000 | 3 690 220 CHF | 3 696 420 CHF | 99,52% | 99,52% |
15/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 620 000 | 620 000 | 620 000 | 620 000 | 3 750 430 CHF | 3 756 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,06 CHF | 6,07 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 851 850 CHF | 3 858 250 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 630 000 | 630 000 | 630 000 | 630 000 | 3 567 570 CHF | 3 573 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,70 CHF | 5,71 CHF | 610 000 | 610 000 | 610 000 | 610 000 | 3 677 950 CHF | 3 684 050 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,39 CHF | 6,40 CHF | 630 000 | 630 000 | 630 000 | 630 000 | 4 040 400 CHF | 4 046 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,03 CHF | 6,04 CHF | 620 000 | 620 000 | 620 000 | 620 000 | 3 771 030 CHF | 3 777 230 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,33 CHF | 6,34 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 992 190 CHF | 3 998 590 CHF | 99,31% | 99,31% |