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% | 5,33 CHF | 5,34 CHF | 100 000 | 100 000 | 99 061 | 99 050 | 530 195 CHF | 531 128 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 100 000 | 100 000 | 99 048 | 99 045 | 522 959 CHF | 523 935 CHF | 98,70% | 98,70% |
18/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 100 000 | 100 000 | 99 069 | 99 057 | 513 513 CHF | 514 440 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 521 925 CHF | 522 925 CHF | 70,77% | 70,77% |
14/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 100 000 | 100 000 | 99 061 | 99 057 | 523 683 CHF | 524 654 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 100 000 | 100 000 | 99 060 | 99 059 | 515 157 CHF | 516 141 CHF | 99,84% | 99,84% |
12/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 516 968 CHF | 517 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 100 000 | 100 000 | 99 062 | 99 060 | 521 443 CHF | 522 424 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 533 933 CHF | 534 924 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,47 CHF | 5,48 CHF | 100 000 | 100 000 | 99 063 | 99 061 | 536 669 CHF | 537 650 CHF | 100,00% | 100,00% |