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% | 5,39 CHF | 5,40 CHF | 188 000 | 188 000 | 101 965 | 101 965 | 553 730 CHF | 554 753 CHF | 99,90% | 99,90% |
19/11/2024 | 0,19% | 5,47 CHF | 5,48 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 555 747 CHF | 556 774 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,47 CHF | 5,48 CHF | 185 000 | 185 000 | 102 566 | 102 566 | 553 058 CHF | 554 086 CHF | 99,89% | 99,89% |
15/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 188 000 | 188 000 | 103 028 | 103 028 | 554 582 CHF | 555 614 CHF | 99,90% | 99,90% |
14/11/2024 | 0,19% | 5,41 CHF | 5,42 CHF | 188 000 | 188 000 | 103 068 | 103 068 | 553 351 CHF | 554 384 CHF | 99,39% | 99,39% |
13/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 190 000 | 190 000 | 104 291 | 104 291 | 550 523 CHF | 551 568 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 190 000 | 190 000 | 104 299 | 104 299 | 551 329 CHF | 552 374 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 190 000 | 190 000 | 103 593 | 103 593 | 550 312 CHF | 551 350 CHF | 99,65% | 99,65% |
08/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 190 000 | 190 000 | 103 939 | 103 939 | 556 649 CHF | 557 691 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 190 000 | 190 000 | 105 263 | 105 263 | 552 524 CHF | 553 579 CHF | 100,00% | 100,00% |