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 | 0,20% | 5,07 CHF | 5,08 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 756 502 CHF | 758 002 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 768 332 CHF | 769 832 CHF | 99,91% | 99,91% |
18/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 376 395 CHF | 377 145 CHF | 99,90% | 99,90% |
15/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 374 866 CHF | 375 616 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 381 453 CHF | 382 203 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 389 398 CHF | 390 148 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 388 741 CHF | 389 491 CHF | 99,71% | 99,71% |
11/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 374 140 CHF | 374 890 CHF | 99,91% | 99,91% |
08/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 372 488 CHF | 373 238 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,69 CHF | 4,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 354 510 CHF | 355 260 CHF | 99,91% | 99,91% |