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% | 5,11 CHF | 5,12 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 758 745 CHF | 760 219 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 148 000 | 148 000 | 148 028 | 148 028 | 754 358 CHF | 755 839 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 148 000 | 148 000 | 147 975 | 147 975 | 753 768 CHF | 755 248 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 754 219 CHF | 755 693 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 148 000 | 148 000 | 147 390 | 147 390 | 759 442 CHF | 760 916 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 152 000 | 152 000 | 151 475 | 151 475 | 749 182 CHF | 750 697 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 152 000 | 152 000 | 150 214 | 150 214 | 757 981 CHF | 759 483 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 148 000 | 148 000 | 147 361 | 147 361 | 754 913 CHF | 756 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 148 000 | 148 000 | 148 669 | 148 669 | 754 493 CHF | 755 979 CHF | 99,18% | 99,18% |
07/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 152 000 | 152 000 | 150 682 | 150 682 | 759 566 CHF | 761 073 CHF | 100,00% | 100,00% |