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% | 5,65 CHF | 5,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 434 914 CHF | 435 664 CHF | 99,95% | 99,95% |
19/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 424 431 CHF | 425 181 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 436 131 CHF | 436 881 CHF | 98,88% | 98,88% |
15/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 444 749 CHF | 445 499 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,22 CHF | 6,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 460 937 CHF | 461 687 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 6,07 CHF | 6,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 457 543 CHF | 458 293 CHF | 99,87% | 99,87% |
12/11/2024 | 0,15% | 6,34 CHF | 6,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 486 216 CHF | 486 966 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,68 CHF | 6,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 497 053 CHF | 497 803 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 475 052 CHF | 475 802 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,48 CHF | 6,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 481 816 CHF | 482 566 CHF | 99,68% | 99,68% |