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 | 0,20% | 5,10 CHF | 5,11 CHF | 188 000 | 188 000 | 101 962 | 101 962 | 525 022 CHF | 526 045 CHF | 99,89% | 99,89% |
19/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 526 960 CHF | 527 987 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 185 000 | 185 000 | 102 560 | 102 560 | 524 098 CHF | 525 126 CHF | 99,89% | 99,89% |
15/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 188 000 | 188 000 | 103 026 | 103 026 | 525 468 CHF | 526 500 CHF | 99,90% | 99,90% |
14/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 188 000 | 188 000 | 103 085 | 103 085 | 524 322 CHF | 525 354 CHF | 99,33% | 99,33% |
13/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 190 000 | 190 000 | 104 288 | 104 288 | 521 241 CHF | 522 286 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 190 000 | 190 000 | 104 303 | 104 303 | 522 121 CHF | 523 166 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 190 000 | 190 000 | 103 592 | 103 592 | 521 375 CHF | 522 413 CHF | 99,65% | 99,65% |
08/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 190 000 | 190 000 | 103 940 | 103 940 | 527 879 CHF | 528 921 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 5,02 CHF | 5,03 CHF | 190 000 | 190 000 | 105 261 | 105 261 | 523 323 CHF | 524 378 CHF | 100,00% | 100,00% |