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 | 0,41% | 5,62 CHF | 5,63 CHF | 66 000 | 66 000 | 29 547 | 29 547 | 168 702 CHF | 169 239 CHF | 99,37% | 99,37% |
19/11/2024 | 0,41% | 5,73 CHF | 5,74 CHF | 66 000 | 66 000 | 29 586 | 29 586 | 169 196 CHF | 169 736 CHF | 99,59% | 99,59% |
18/11/2024 | 0,40% | 5,77 CHF | 5,78 CHF | 65 000 | 65 000 | 29 339 | 29 339 | 169 061 CHF | 169 597 CHF | 99,73% | 99,73% |
15/11/2024 | 0,41% | 5,78 CHF | 5,79 CHF | 65 000 | 65 000 | 29 302 | 29 302 | 169 107 CHF | 169 643 CHF | 99,72% | 99,72% |
14/11/2024 | 0,40% | 5,77 CHF | 5,78 CHF | 65 000 | 65 000 | 29 394 | 29 394 | 170 330 CHF | 170 866 CHF | 98,41% | 98,41% |
13/11/2024 | 0,40% | 5,76 CHF | 5,77 CHF | 65 000 | 65 000 | 29 003 | 29 003 | 169 270 CHF | 169 793 CHF | 98,19% | 98,19% |
12/11/2024 | 0,39% | 5,91 CHF | 5,92 CHF | 64 000 | 64 000 | 29 073 | 29 073 | 171 312 CHF | 171 839 CHF | 98,20% | 98,20% |
11/11/2024 | 0,40% | 5,93 CHF | 5,94 CHF | 64 000 | 64 000 | 29 124 | 29 124 | 171 258 CHF | 171 791 CHF | 99,55% | 99,55% |
08/11/2024 | 0,41% | 5,78 CHF | 5,79 CHF | 65 000 | 65 000 | 29 792 | 29 792 | 169 750 CHF | 170 293 CHF | 98,52% | 98,52% |
07/11/2024 | 0,41% | 5,64 CHF | 5,65 CHF | 67 000 | 67 000 | 30 109 | 30 109 | 171 397 CHF | 171 943 CHF | 99,43% | 99,43% |