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% | 4,94 CHF | 4,95 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 360 697 CHF | 361 417 CHF | 99,49% | 99,49% |
19/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 352 281 CHF | 353 001 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 356 558 CHF | 357 278 CHF | 99,90% | 99,90% |
15/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 354 839 CHF | 355 559 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 356 890 CHF | 357 610 CHF | 98,65% | 98,65% |
13/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 72 000 | 72 000 | 71 999 | 71 999 | 354 528 CHF | 355 248 CHF | 99,86% | 99,86% |
12/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 72 000 | 72 000 | 71 774 | 71 774 | 361 451 CHF | 362 169 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 68 000 | 68 000 | 70 745 | 70 745 | 358 837 CHF | 359 544 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 72 000 | 72 000 | 71 986 | 71 986 | 359 712 CHF | 360 432 CHF | 98,29% | 98,29% |
07/11/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 68 000 | 68 000 | 68 000 | 68 000 | 351 402 CHF | 352 082 CHF | 100,00% | 100,00% |