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% | 5,18 CHF | 5,19 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 768 886 CHF | 770 359 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 148 000 | 148 000 | 148 029 | 148 029 | 764 532 CHF | 766 012 CHF | 99,86% | 99,86% |
18/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 148 000 | 148 000 | 147 975 | 147 975 | 763 969 CHF | 765 449 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 764 744 CHF | 766 218 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 148 000 | 148 000 | 147 389 | 147 389 | 769 959 CHF | 771 433 CHF | 99,72% | 99,72% |
13/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 152 000 | 152 000 | 151 464 | 151 464 | 759 571 CHF | 761 085 CHF | 99,65% | 99,65% |
12/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 152 000 | 152 000 | 150 214 | 150 214 | 768 300 CHF | 769 802 CHF | 99,98% | 99,98% |
11/11/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 765 261 CHF | 766 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 148 000 | 148 000 | 148 671 | 148 671 | 765 121 CHF | 766 607 CHF | 99,20% | 99,20% |
07/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 152 000 | 152 000 | 150 685 | 150 685 | 770 381 CHF | 771 888 CHF | 99,70% | 99,70% |