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% | 5,08 CHF | 5,09 CHF | 650 000 | 650 000 | 650 000 | 650 000 | 3 401 120 CHF | 3 407 620 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 226 740 CHF | 3 233 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 426 230 CHF | 3 432 630 CHF | 99,52% | 99,52% |
15/11/2024 | 0,18% | 5,39 CHF | 5,40 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 486 630 CHF | 3 493 030 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 3 576 430 CHF | 3 583 030 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 3 348 250 CHF | 3 354 850 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,11 CHF | 5,12 CHF | 630 000 | 630 000 | 630 000 | 630 000 | 3 421 770 CHF | 3 428 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 650 000 | 650 000 | 650 000 | 650 000 | 3 774 000 CHF | 3 780 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 640 000 | 640 000 | 640 000 | 640 000 | 3 509 720 CHF | 3 516 120 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 660 000 | 660 000 | 660 000 | 660 000 | 3 718 900 CHF | 3 725 500 CHF | 99,31% | 99,31% |