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% | 5,25 CHF | 5,26 CHF | 100 000 | 100 000 | 99 060 | 99 051 | 522 245 CHF | 523 190 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 100 000 | 100 000 | 99 049 | 99 046 | 515 059 CHF | 516 035 CHF | 98,70% | 98,70% |
18/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 100 000 | 100 000 | 99 069 | 99 057 | 505 559 CHF | 506 489 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 513 891 CHF | 514 891 CHF | 70,87% | 70,87% |
14/11/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 100 000 | 100 000 | 99 061 | 99 057 | 515 726 CHF | 516 696 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 100 000 | 100 000 | 99 060 | 99 059 | 507 266 CHF | 508 250 CHF | 99,84% | 99,84% |
12/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 509 077 CHF | 510 069 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,10 CHF | 5,11 CHF | 100 000 | 100 000 | 99 062 | 99 060 | 513 572 CHF | 514 553 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 100 000 | 100 000 | 99 067 | 99 067 | 526 198 CHF | 527 190 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 100 000 | 100 000 | 99 063 | 99 061 | 528 859 CHF | 529 841 CHF | 100,00% | 100,00% |