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 | 0,19% | 5,23 CHF | 5,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 262 025 CHF | 262 525 CHF | 99,37% | 99,37% |
19/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 260 793 CHF | 261 293 CHF | 99,30% | 99,30% |
18/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 256 478 CHF | 256 978 CHF | 99,30% | 99,30% |
15/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 257 269 CHF | 257 769 CHF | 99,39% | 99,39% |
14/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 256 710 CHF | 257 210 CHF | 99,35% | 99,35% |
13/11/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 256 102 CHF | 256 602 CHF | 99,39% | 99,39% |
12/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 251 254 CHF | 251 754 CHF | 99,08% | 99,08% |
11/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 250 113 CHF | 250 613 CHF | 99,30% | 99,30% |
08/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 251 266 CHF | 251 766 CHF | 99,39% | 99,39% |
07/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 250 158 CHF | 250 658 CHF | 99,30% | 99,30% |