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% | 5,16 CHF | 5,17 CHF | 188 000 | 188 000 | 101 964 | 101 964 | 530 743 CHF | 531 766 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,25 CHF | 5,26 CHF | 185 000 | 185 000 | 102 505 | 102 505 | 532 694 CHF | 533 721 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,24 CHF | 5,25 CHF | 185 000 | 185 000 | 102 565 | 102 565 | 529 860 CHF | 530 888 CHF | 99,89% | 99,89% |
15/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 188 000 | 188 000 | 103 027 | 103 027 | 531 279 CHF | 532 311 CHF | 99,90% | 99,90% |
14/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 188 000 | 188 000 | 103 067 | 103 067 | 530 053 CHF | 531 086 CHF | 99,39% | 99,39% |
13/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 190 000 | 190 000 | 104 290 | 104 290 | 527 142 CHF | 528 187 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 190 000 | 190 000 | 104 297 | 104 297 | 527 883 CHF | 528 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 190 000 | 190 000 | 103 592 | 103 592 | 527 115 CHF | 528 153 CHF | 99,65% | 99,65% |
08/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 190 000 | 190 000 | 103 939 | 103 939 | 533 580 CHF | 534 622 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 190 000 | 190 000 | 105 262 | 105 262 | 529 157 CHF | 530 212 CHF | 100,00% | 100,00% |