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 | 0,18% | 5,47 CHF | 5,48 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 543 680 CHF | 544 672 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,41 CHF | 5,42 CHF | 100 000 | 100 000 | 99 049 | 99 044 | 536 464 CHF | 537 434 CHF | 98,70% | 98,70% |
18/11/2024 | 0,19% | 5,43 CHF | 5,44 CHF | 100 000 | 100 000 | 99 063 | 99 058 | 527 036 CHF | 528 006 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 535 592 CHF | 536 592 CHF | 70,80% | 70,80% |
14/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 537 253 CHF | 538 245 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 528 659 CHF | 529 650 CHF | 99,82% | 99,82% |
12/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 530 392 CHF | 531 384 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 534 878 CHF | 535 870 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 547 267 CHF | 548 258 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 100 000 | 100 000 | 99 063 | 99 063 | 550 031 CHF | 551 022 CHF | 100,00% | 100,00% |