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% | 5,28 CHF | 5,29 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 783 862 CHF | 785 336 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 148 000 | 148 000 | 148 028 | 148 028 | 779 564 CHF | 781 044 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 148 000 | 148 000 | 147 975 | 147 975 | 779 012 CHF | 780 492 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 779 806 CHF | 781 279 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 784 961 CHF | 786 435 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 152 000 | 152 000 | 151 475 | 151 475 | 775 114 CHF | 776 628 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 152 000 | 152 000 | 150 214 | 150 214 | 783 653 CHF | 785 155 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 148 000 | 148 000 | 147 361 | 147 361 | 780 104 CHF | 781 578 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 148 000 | 148 000 | 148 669 | 148 669 | 779 968 CHF | 781 455 CHF | 99,18% | 99,18% |
07/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 152 000 | 152 000 | 150 682 | 150 682 | 785 849 CHF | 787 356 CHF | 100,00% | 100,00% |