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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 604 808 CHF | 605 808 CHF | 98,56% | 98,56% |
22/11/2024 | 0,16% | 6,19 CHF | 6,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 619 108 CHF | 620 108 CHF | 100,00% | 100,00% |
20/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 627 922 CHF | 628 922 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 625 721 CHF | 626 721 CHF | 99,92% | 99,92% |
18/11/2024 | 0,16% | 6,15 CHF | 6,16 CHF | 100 000 | 100 000 | 52 094 | 52 092 | 320 409 CHF | 320 914 CHF | 99,91% | 99,91% |
15/11/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 149 260 CHF | 149 510 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 146 867 CHF | 147 117 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 147 607 CHF | 147 857 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 142 002 CHF | 142 252 CHF | 99,71% | 99,71% |
11/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 144 804 CHF | 145 054 CHF | 99,91% | 99,91% |