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% | 5,80 CHF | 5,81 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 905 357 CHF | 906 957 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 901 866 CHF | 903 466 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,50 CHF | 5,51 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 859 468 CHF | 861 068 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 820 547 CHF | 822 147 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 802 410 CHF | 804 010 CHF | 99,91% | 99,91% |
13/11/2024 | 0,18% | 5,41 CHF | 5,42 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 872 650 CHF | 874 250 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 863 100 CHF | 864 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,50 CHF | 5,51 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 930 942 CHF | 932 542 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,09 CHF | 6,10 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 978 321 CHF | 979 921 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 6,18 CHF | 6,19 CHF | 160 000 | 160 000 | 159 875 | 159 875 | 959 208 CHF | 960 808 CHF | 100,00% | 100,00% |