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 | 0,18% | 5,35 CHF | 5,36 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 389 666 CHF | 390 386 CHF | 99,43% | 99,43% |
19/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 381 111 CHF | 381 831 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 385 367 CHF | 386 087 CHF | 99,88% | 99,88% |
15/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 383 855 CHF | 384 575 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,40 CHF | 5,41 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 385 878 CHF | 386 598 CHF | 98,52% | 98,52% |
13/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 72 000 | 72 000 | 71 999 | 71 999 | 383 530 CHF | 384 250 CHF | 99,86% | 99,86% |
12/11/2024 | 0,18% | 5,37 CHF | 5,38 CHF | 72 000 | 72 000 | 71 773 | 71 773 | 390 318 CHF | 391 035 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 68 000 | 68 000 | 70 745 | 70 745 | 387 101 CHF | 387 808 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 72 000 | 72 000 | 71 986 | 71 986 | 388 675 CHF | 389 395 CHF | 98,30% | 98,30% |
07/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 68 000 | 68 000 | 68 000 | 68 000 | 378 644 CHF | 379 324 CHF | 100,00% | 100,00% |