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 | 0,29% | 5,23 CHF | 5,24 CHF | 73 100 | 73 100 | 39 719 | 39 719 | 212 730 CHF | 213 280 CHF | 99,89% | 99,89% |
19/11/2024 | 0,29% | 5,50 CHF | 5,51 CHF | 72 400 | 72 400 | 40 107 | 40 107 | 214 901 CHF | 215 457 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,44 CHF | 5,45 CHF | 75 200 | 75 200 | 41 656 | 41 656 | 218 425 CHF | 218 842 CHF | 99,89% | 99,89% |
15/11/2024 | 0,30% | 5,12 CHF | 5,13 CHF | 72 900 | 72 900 | 40 029 | 40 029 | 208 516 CHF | 209 071 CHF | 99,86% | 99,86% |
14/11/2024 | 0,20% | 5,30 CHF | 5,31 CHF | 75 800 | 75 800 | 41 657 | 41 657 | 215 721 CHF | 216 139 CHF | 99,35% | 99,35% |
13/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 77 700 | 77 700 | 42 686 | 42 686 | 213 569 CHF | 213 996 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 77 700 | 77 700 | 42 684 | 42 684 | 214 825 CHF | 215 253 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 4,93 CHF | 4,94 CHF | 74 700 | 74 700 | 40 724 | 40 724 | 208 715 CHF | 209 278 CHF | 99,65% | 99,65% |
08/11/2024 | 0,29% | 5,24 CHF | 5,25 CHF | 74 400 | 74 400 | 40 685 | 40 685 | 216 211 CHF | 216 776 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 79 000 | 79 000 | 43 766 | 43 766 | 220 169 CHF | 220 607 CHF | 100,00% | 100,00% |