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 | 0,20% | 5,06 CHF | 5,07 CHF | 135 000 | 135 000 | 74 343 | 74 343 | 381 729 CHF | 382 474 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 135 000 | 135 000 | 74 053 | 74 053 | 375 396 CHF | 376 138 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 135 000 | 135 000 | 74 278 | 74 278 | 381 338 CHF | 382 082 CHF | 99,55% | 99,55% |
15/11/2024 | 0,19% | 5,14 CHF | 5,15 CHF | 135 000 | 135 000 | 74 073 | 74 073 | 388 258 CHF | 389 000 CHF | 99,72% | 99,72% |
14/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 130 000 | 130 000 | 71 744 | 71 744 | 381 115 CHF | 381 834 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 386 204 CHF | 386 948 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 381 997 CHF | 382 740 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 135 000 | 135 000 | 74 244 | 74 244 | 386 322 CHF | 387 066 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 135 000 | 135 000 | 74 408 | 74 408 | 387 721 CHF | 388 466 CHF | 99,20% | 99,20% |
07/11/2024 | 0,20% | 5,22 CHF | 5,23 CHF | 135 000 | 135 000 | 74 219 | 74 219 | 383 501 CHF | 384 244 CHF | 100,00% | 100,00% |