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 | 0,44% | 5,23 CHF | 5,24 CHF | 66 000 | 66 000 | 29 544 | 29 544 | 157 223 CHF | 157 761 CHF | 99,33% | 99,33% |
19/11/2024 | 0,44% | 5,34 CHF | 5,35 CHF | 66 000 | 66 000 | 29 713 | 29 713 | 158 402 CHF | 158 942 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 5,38 CHF | 5,39 CHF | 65 000 | 65 000 | 29 369 | 29 369 | 157 810 CHF | 158 346 CHF | 99,78% | 99,78% |
15/11/2024 | 0,43% | 5,40 CHF | 5,41 CHF | 65 000 | 65 000 | 29 387 | 29 387 | 158 157 CHF | 158 693 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 5,38 CHF | 5,39 CHF | 65 000 | 65 000 | 29 437 | 29 437 | 159 119 CHF | 159 655 CHF | 98,56% | 98,56% |
13/11/2024 | 0,42% | 5,37 CHF | 5,38 CHF | 65 000 | 65 000 | 28 988 | 28 988 | 157 970 CHF | 158 494 CHF | 98,92% | 98,92% |
12/11/2024 | 0,42% | 5,52 CHF | 5,53 CHF | 64 000 | 64 000 | 29 030 | 29 030 | 159 865 CHF | 160 392 CHF | 99,90% | 99,90% |
11/11/2024 | 0,43% | 5,54 CHF | 5,55 CHF | 64 000 | 64 000 | 29 147 | 29 147 | 160 175 CHF | 160 709 CHF | 99,90% | 99,90% |
08/11/2024 | 0,44% | 5,40 CHF | 5,41 CHF | 65 000 | 65 000 | 29 928 | 29 928 | 159 099 CHF | 159 641 CHF | 99,05% | 99,05% |
07/11/2024 | 0,44% | 5,26 CHF | 5,27 CHF | 67 000 | 67 000 | 29 947 | 29 947 | 159 013 CHF | 159 557 CHF | 100,00% | 100,00% |