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 | 0,19% | 5,35 CHF | 5,36 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 226 061 CHF | 226 481 CHF | 99,47% | 99,47% |
19/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 222 835 CHF | 223 256 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 223 505 CHF | 223 925 CHF | 99,89% | 99,89% |
15/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 223 491 CHF | 223 919 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 223 961 CHF | 224 389 CHF | 98,56% | 98,56% |
13/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 224 004 CHF | 224 424 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 222 714 CHF | 223 135 CHF | 99,88% | 99,88% |
11/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 226 047 CHF | 226 466 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 225 770 CHF | 226 190 CHF | 98,29% | 98,29% |
07/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 225 845 CHF | 226 259 CHF | 100,00% | 100,00% |