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 | 0,26% | 4,96 CHF | 4,97 CHF | 50 100 | 50 100 | 27 588 | 27 588 | 142 421 CHF | 142 765 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 50 800 | 50 800 | 27 826 | 27 826 | 139 475 CHF | 139 754 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 51 000 | 51 000 | 28 015 | 28 015 | 144 241 CHF | 144 522 CHF | 99,55% | 99,55% |
15/11/2024 | 0,28% | 5,18 CHF | 5,19 CHF | 46 600 | 46 600 | 25 609 | 25 609 | 139 749 CHF | 140 105 CHF | 99,51% | 99,51% |
14/11/2024 | 0,27% | 5,64 CHF | 5,65 CHF | 47 100 | 47 100 | 25 078 | 25 078 | 141 818 CHF | 142 166 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 5,41 CHF | 5,42 CHF | 47 800 | 47 800 | 26 288 | 26 288 | 142 191 CHF | 142 556 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 5,36 CHF | 5,37 CHF | 49 500 | 49 500 | 27 194 | 27 194 | 143 403 CHF | 143 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 5,24 CHF | 5,25 CHF | 47 800 | 47 800 | 26 293 | 26 293 | 143 689 CHF | 144 053 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 5,51 CHF | 5,52 CHF | 46 800 | 46 800 | 25 796 | 25 796 | 143 724 CHF | 144 081 CHF | 99,19% | 99,19% |
07/11/2024 | 0,29% | 5,59 CHF | 5,60 CHF | 48 500 | 48 500 | 26 663 | 26 663 | 144 687 CHF | 145 057 CHF | 99,89% | 99,89% |