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 | 0,16% | 5,83 CHF | 5,84 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 908 738 CHF | 303 413 CHF | 99,35% | 99,35% |
19/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 150 000 | 50 000 | 105 088 | 64 932 | 610 258 CHF | 376 542 CHF | 98,80% | 98,80% |
18/11/2024 | 0,17% | 5,81 CHF | 5,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 428 746 CHF | 429 496 CHF | 97,50% | 97,50% |
15/11/2024 | 0,17% | 5,56 CHF | 5,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 435 491 CHF | 436 241 CHF | 99,35% | 99,35% |
14/11/2024 | 0,16% | 5,93 CHF | 5,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 464 987 CHF | 465 737 CHF | 99,36% | 99,36% |
13/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 476 230 CHF | 476 980 CHF | 94,65% | 94,65% |
12/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 470 902 CHF | 471 652 CHF | 94,06% | 94,06% |
11/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 463 230 CHF | 463 980 CHF | 98,54% | 98,54% |
08/11/2024 | 0,16% | 6,13 CHF | 6,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 466 926 CHF | 467 676 CHF | 90,80% | 90,80% |
07/11/2024 | 0,17% | 6,15 CHF | 6,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 453 103 CHF | 453 853 CHF | 98,68% | 98,68% |