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 | 0,21% | 4,87 CHF | 4,88 CHF | 135 000 | 135 000 | 74 340 | 74 340 | 367 341 CHF | 368 086 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 135 000 | 135 000 | 74 051 | 74 051 | 361 074 CHF | 361 816 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 135 000 | 135 000 | 74 276 | 74 276 | 366 921 CHF | 367 665 CHF | 99,55% | 99,55% |
15/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 135 000 | 135 000 | 74 073 | 74 073 | 373 816 CHF | 374 558 CHF | 99,72% | 99,72% |
14/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 130 000 | 130 000 | 71 744 | 71 744 | 367 161 CHF | 367 880 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 135 000 | 135 000 | 74 233 | 74 233 | 371 888 CHF | 372 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,99 CHF | 5,00 CHF | 135 000 | 135 000 | 74 228 | 74 228 | 367 727 CHF | 368 471 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 135 000 | 135 000 | 74 243 | 74 243 | 372 005 CHF | 372 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 135 000 | 135 000 | 74 411 | 74 411 | 373 506 CHF | 374 252 CHF | 99,19% | 99,19% |
07/11/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 135 000 | 135 000 | 74 205 | 74 205 | 369 258 CHF | 370 001 CHF | 100,00% | 100,00% |