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 | 0,18% | 5,35 CHF | 5,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 412 316 CHF | 413 066 CHF | 99,94% | 99,94% |
19/11/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 401 638 CHF | 402 388 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 413 384 CHF | 414 134 CHF | 98,94% | 98,94% |
15/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 422 061 CHF | 422 811 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 438 294 CHF | 439 044 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 434 907 CHF | 435 657 CHF | 99,88% | 99,88% |
12/11/2024 | 0,16% | 6,04 CHF | 6,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 463 512 CHF | 464 262 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,37 CHF | 6,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 474 359 CHF | 475 109 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 452 348 CHF | 453 098 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,18 CHF | 6,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 459 231 CHF | 459 981 CHF | 99,68% | 99,68% |