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% | 5,75 CHF | 5,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 291 602 CHF | 292 102 CHF | 99,37% | 99,37% |
19/11/2024 | 0,18% | 5,76 CHF | 5,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 282 813 CHF | 283 313 CHF | 99,25% | 99,25% |
18/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 298 759 CHF | 299 259 CHF | 99,28% | 99,28% |
15/11/2024 | 0,17% | 6,06 CHF | 6,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 299 205 CHF | 299 705 CHF | 99,39% | 99,39% |
14/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 293 988 CHF | 294 488 CHF | 99,35% | 99,35% |
13/11/2024 | 0,18% | 5,83 CHF | 5,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 283 375 CHF | 283 875 CHF | 98,96% | 98,96% |
12/11/2024 | 0,21% | 4,56 CHF | 4,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 242 639 CHF | 243 139 CHF | 99,08% | 99,08% |
11/11/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 242 660 CHF | 243 160 CHF | 99,30% | 99,30% |
08/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 227 190 CHF | 227 690 CHF | 99,39% | 99,39% |
07/11/2024 | 0,23% | 4,52 CHF | 4,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 221 454 CHF | 221 954 CHF | 99,25% | 99,25% |