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 | 0,17% | 6,01 CHF | 6,02 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 939 018 CHF | 940 618 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 935 430 CHF | 937 030 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 893 117 CHF | 894 717 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 853 997 CHF | 855 597 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 835 886 CHF | 837 486 CHF | 99,91% | 99,91% |
13/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 905 821 CHF | 907 421 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 896 250 CHF | 897 850 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,71 CHF | 5,72 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 963 953 CHF | 965 553 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 010 820 CHF | 1 012 420 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,38 CHF | 6,39 CHF | 160 000 | 160 000 | 159 874 | 159 874 | 991 889 CHF | 993 489 CHF | 100,00% | 100,00% |