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 | 0,16% | 6,21 CHF | 6,22 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 970 524 CHF | 972 124 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 967 427 CHF | 969 027 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 924 964 CHF | 926 564 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 886 173 CHF | 887 773 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 868 661 CHF | 870 261 CHF | 99,91% | 99,91% |
13/11/2024 | 0,17% | 5,81 CHF | 5,82 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 937 290 CHF | 938 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 928 116 CHF | 929 716 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 5,91 CHF | 5,92 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 994 792 CHF | 996 392 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,48 CHF | 6,49 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 1 040 700 CHF | 1 042 300 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,57 CHF | 6,58 CHF | 160 000 | 160 000 | 159 913 | 159 913 | 1 022 390 CHF | 1 023 990 CHF | 99,92% | 99,92% |