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% | 5,86 CHF | 5,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 449 954 CHF | 450 704 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 439 579 CHF | 440 329 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 6,11 CHF | 6,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 451 243 CHF | 451 993 CHF | 98,93% | 98,93% |
15/11/2024 | 0,16% | 5,93 CHF | 5,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 459 839 CHF | 460 589 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,42 CHF | 6,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 475 994 CHF | 476 744 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,27 CHF | 6,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 472 596 CHF | 473 346 CHF | 99,87% | 99,87% |
12/11/2024 | 0,15% | 6,54 CHF | 6,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 501 301 CHF | 502 051 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,88 CHF | 6,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 512 129 CHF | 512 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,56 CHF | 6,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 490 141 CHF | 490 891 CHF | 100,00% | 100,00% |
07/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 496 847 CHF | 497 597 CHF | 99,68% | 99,68% |