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 | 0,20% | 5,12 CHF | 5,13 CHF | 75 000 | 75 000 | 74 364 | 74 364 | 381 808 CHF | 382 552 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 76 000 | 76 000 | 75 234 | 75 234 | 380 876 CHF | 381 629 CHF | 98,71% | 98,71% |
18/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 76 000 | 76 000 | 76 891 | 76 891 | 381 730 CHF | 382 500 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 77 000 | 77 000 | 77 476 | 77 476 | 387 449 CHF | 388 224 CHF | 70,82% | 70,82% |
14/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 76 000 | 76 000 | 75 600 | 75 600 | 383 121 CHF | 383 878 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 77 000 | 77 000 | 76 533 | 76 533 | 381 386 CHF | 382 152 CHF | 99,69% | 99,69% |
12/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 78 000 | 78 000 | 76 330 | 76 330 | 381 789 CHF | 382 553 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 78 000 | 78 000 | 75 864 | 75 864 | 382 901 CHF | 383 660 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 76 000 | 76 000 | 74 448 | 74 448 | 385 300 CHF | 386 046 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 387 300 CHF | 388 045 CHF | 100,00% | 100,00% |