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 | 0,21% | 4,94 CHF | 4,95 CHF | 188 000 | 188 000 | 101 967 | 101 967 | 508 026 CHF | 509 049 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 5,02 CHF | 5,03 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 509 901 CHF | 510 928 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 5,02 CHF | 5,03 CHF | 185 000 | 185 000 | 102 566 | 102 566 | 507 013 CHF | 508 041 CHF | 99,90% | 99,90% |
15/11/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 188 000 | 188 000 | 103 029 | 103 029 | 508 244 CHF | 509 276 CHF | 99,90% | 99,90% |
14/11/2024 | 0,21% | 4,96 CHF | 4,97 CHF | 188 000 | 188 000 | 103 067 | 103 067 | 506 996 CHF | 508 029 CHF | 99,39% | 99,39% |
13/11/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 190 000 | 190 000 | 104 290 | 104 290 | 503 997 CHF | 505 042 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 190 000 | 190 000 | 104 297 | 104 297 | 504 745 CHF | 505 790 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 190 000 | 190 000 | 103 593 | 103 593 | 504 213 CHF | 505 251 CHF | 99,65% | 99,65% |
08/11/2024 | 0,21% | 4,89 CHF | 4,90 CHF | 190 000 | 190 000 | 103 945 | 103 945 | 510 824 CHF | 511 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 190 000 | 190 000 | 105 262 | 105 262 | 506 050 CHF | 507 104 CHF | 100,00% | 100,00% |