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% | 5,34 CHF | 5,35 CHF | 188 000 | 188 000 | 101 965 | 101 965 | 548 954 CHF | 549 977 CHF | 99,90% | 99,90% |
19/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 185 000 | 185 000 | 102 503 | 102 503 | 550 920 CHF | 551 947 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 185 000 | 185 000 | 102 564 | 102 564 | 548 174 CHF | 549 202 CHF | 99,89% | 99,89% |
15/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 188 000 | 188 000 | 103 024 | 103 024 | 549 694 CHF | 550 727 CHF | 99,90% | 99,90% |
14/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 188 000 | 188 000 | 103 132 | 103 132 | 548 839 CHF | 549 872 CHF | 99,18% | 99,18% |
13/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 190 000 | 190 000 | 104 289 | 104 289 | 545 636 CHF | 546 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 190 000 | 190 000 | 104 626 | 104 626 | 548 106 CHF | 549 154 CHF | 98,87% | 98,87% |
11/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 190 000 | 190 000 | 103 591 | 103 591 | 545 391 CHF | 546 429 CHF | 99,65% | 99,65% |
08/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 190 000 | 190 000 | 103 247 | 103 247 | 548 142 CHF | 549 176 CHF | 96,68% | 96,68% |
07/11/2024 | 0,20% | 5,25 CHF | 5,26 CHF | 190 000 | 190 000 | 105 261 | 105 261 | 547 624 CHF | 548 679 CHF | 100,00% | 100,00% |