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% | 5,42 CHF | 5,43 CHF | 84 000 | 84 000 | 83 654 | 83 654 | 459 879 CHF | 460 716 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 84 000 | 84 000 | 83 654 | 83 654 | 459 696 CHF | 460 532 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 84 000 | 84 000 | 83 631 | 83 631 | 469 309 CHF | 470 145 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 84 000 | 84 000 | 83 654 | 83 654 | 467 145 CHF | 467 982 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 84 000 | 84 000 | 83 652 | 83 652 | 457 850 CHF | 458 686 CHF | 99,39% | 99,39% |
13/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 84 000 | 84 000 | 83 945 | 83 945 | 452 557 CHF | 453 396 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 84 000 | 84 000 | 83 655 | 83 655 | 463 649 CHF | 464 486 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 84 000 | 84 000 | 83 654 | 83 654 | 462 544 CHF | 463 380 CHF | 99,93% | 99,93% |
08/11/2024 | 0,18% | 5,48 CHF | 5,49 CHF | 84 000 | 84 000 | 83 653 | 83 653 | 462 339 CHF | 463 176 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 82 000 | 82 000 | 82 686 | 82 686 | 468 933 CHF | 469 760 CHF | 100,00% | 100,00% |