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% | 5,06 CHF | 5,07 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 368 786 CHF | 369 506 CHF | 99,43% | 99,43% |
19/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 360 231 CHF | 360 951 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 364 487 CHF | 365 207 CHF | 99,88% | 99,88% |
15/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 362 784 CHF | 363 504 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 364 818 CHF | 365 538 CHF | 98,55% | 98,55% |
13/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 72 000 | 72 000 | 71 999 | 71 999 | 362 465 CHF | 363 185 CHF | 99,86% | 99,86% |
12/11/2024 | 0,19% | 5,08 CHF | 5,09 CHF | 72 000 | 72 000 | 71 775 | 71 775 | 369 514 CHF | 370 231 CHF | 99,89% | 99,89% |
11/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 68 000 | 68 000 | 70 745 | 70 745 | 366 584 CHF | 367 292 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 72 000 | 72 000 | 71 986 | 71 986 | 367 624 CHF | 368 344 CHF | 98,30% | 98,30% |
07/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 68 000 | 68 000 | 68 000 | 68 000 | 358 781 CHF | 359 461 CHF | 100,00% | 100,00% |