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% | 5,25 CHF | 5,26 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 382 684 CHF | 383 404 CHF | 99,49% | 99,49% |
19/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 374 054 CHF | 374 774 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 378 301 CHF | 379 021 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 376 632 CHF | 377 352 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 378 672 CHF | 379 392 CHF | 98,63% | 98,63% |
13/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 72 000 | 72 000 | 71 999 | 71 999 | 376 504 CHF | 377 224 CHF | 99,86% | 99,86% |
12/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 72 000 | 72 000 | 71 774 | 71 774 | 383 348 CHF | 384 066 CHF | 99,88% | 99,88% |
11/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 68 000 | 68 000 | 70 745 | 70 745 | 380 231 CHF | 380 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 72 000 | 72 000 | 71 986 | 71 986 | 381 482 CHF | 382 202 CHF | 98,29% | 98,29% |
07/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 68 000 | 68 000 | 68 000 | 68 000 | 371 972 CHF | 372 652 CHF | 100,00% | 100,00% |