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% | 5,92 CHF | 5,93 CHF | 100 000 | 100 000 | 43 892 | 43 892 | 260 673 CHF | 261 113 CHF | 99,84% | 99,84% |
19/11/2024 | 0,18% | 5,84 CHF | 5,85 CHF | 100 000 | 100 000 | 45 725 | 45 725 | 264 686 CHF | 265 144 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 257 171 CHF | 257 612 CHF | 99,53% | 99,53% |
15/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 100 000 | 100 000 | 44 380 | 44 380 | 271 411 CHF | 271 857 CHF | 99,66% | 99,66% |
14/11/2024 | 0,27% | 6,30 CHF | 6,33 CHF | 48 500 | 48 500 | 31 250 | 31 250 | 196 959 CHF | 197 531 CHF | 98,87% | 98,87% |
13/11/2024 | 0,16% | 6,28 CHF | 6,29 CHF | 98 000 | 98 000 | 43 767 | 43 767 | 276 026 CHF | 276 465 CHF | 99,71% | 99,71% |
12/11/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 97 000 | 97 000 | 43 520 | 43 520 | 277 461 CHF | 277 896 CHF | 97,61% | 97,61% |
11/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 98 000 | 98 000 | 44 059 | 44 059 | 279 407 CHF | 279 848 CHF | 99,34% | 99,34% |
08/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 98 000 | 98 000 | 43 871 | 43 871 | 279 734 CHF | 280 175 CHF | 99,20% | 99,20% |
07/11/2024 | 0,17% | 6,38 CHF | 6,39 CHF | 97 000 | 97 000 | 44 182 | 44 182 | 274 143 CHF | 274 586 CHF | 99,74% | 99,74% |