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 | 0,19% | 5,12 CHF | 5,13 CHF | 65 000 | 65 000 | 64 673 | 64 673 | 334 225 CHF | 334 872 CHF | 99,49% | 99,49% |
19/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 65 000 | 65 000 | 64 769 | 64 769 | 331 138 CHF | 331 786 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 65 000 | 65 000 | 64 815 | 64 815 | 334 893 CHF | 335 541 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 333 320 CHF | 333 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 329 209 CHF | 329 859 CHF | 98,63% | 98,63% |
13/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 326 064 CHF | 326 714 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 330 258 CHF | 330 908 CHF | 99,88% | 99,88% |
11/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 60 000 | 60 000 | 60 776 | 60 776 | 316 156 CHF | 316 764 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,14 CHF | 5,15 CHF | 65 000 | 65 000 | 64 197 | 64 197 | 331 774 CHF | 332 416 CHF | 99,04% | 99,04% |
07/11/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 60 000 | 60 000 | 60 417 | 60 417 | 315 716 CHF | 316 320 CHF | 100,00% | 100,00% |