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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 41 000 | 41 000 | 41 611 | 41 611 | 212 393 CHF | 212 810 CHF | 99,62% | 99,62% |
20/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 212 897 CHF | 213 317 CHF | 99,44% | 99,44% |
19/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 209 702 CHF | 210 123 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 210 371 CHF | 210 791 CHF | 99,88% | 99,88% |
15/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 210 163 CHF | 210 590 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 210 621 CHF | 211 049 CHF | 98,60% | 98,60% |
13/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 210 896 CHF | 211 316 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 209 584 CHF | 210 005 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 212 947 CHF | 213 365 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 212 657 CHF | 213 077 CHF | 98,30% | 98,30% |