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% | 5,56 CHF | 5,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 427 582 CHF | 428 332 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 417 014 CHF | 417 764 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,81 CHF | 5,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 428 726 CHF | 429 476 CHF | 98,93% | 98,93% |
15/11/2024 | 0,17% | 5,63 CHF | 5,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 437 368 CHF | 438 118 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,12 CHF | 6,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 453 587 CHF | 454 337 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,97 CHF | 5,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 450 198 CHF | 450 948 CHF | 99,87% | 99,87% |
12/11/2024 | 0,16% | 6,24 CHF | 6,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 478 821 CHF | 479 571 CHF | 100,00% | 100,00% |
11/11/2024 | 0,15% | 6,58 CHF | 6,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 489 654 CHF | 490 404 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 467 660 CHF | 468 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,38 CHF | 6,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 474 477 CHF | 475 227 CHF | 99,67% | 99,67% |