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% | 5,29 CHF | 5,30 CHF | 43 500 | 43 500 | 43 091 | 43 091 | 230 382 CHF | 230 814 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 44 000 | 44 000 | 43 234 | 43 234 | 229 396 CHF | 229 828 CHF | 98,92% | 98,92% |
18/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 43 500 | 43 500 | 43 515 | 43 515 | 230 297 CHF | 230 733 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 44 000 | 44 000 | 44 056 | 44 056 | 231 124 CHF | 231 565 CHF | 71,75% | 71,75% |
14/11/2024 | 0,20% | 5,22 CHF | 5,23 CHF | 44 500 | 44 500 | 44 098 | 44 098 | 227 333 CHF | 227 774 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 44 500 | 44 500 | 44 524 | 44 524 | 225 637 CHF | 226 082 CHF | 99,57% | 99,57% |
12/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 45 000 | 45 000 | 44 488 | 44 488 | 225 183 CHF | 225 629 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,17 CHF | 5,18 CHF | 44 500 | 44 500 | 44 083 | 44 083 | 227 554 CHF | 227 996 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 224 833 CHF | 225 279 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 45 000 | 45 000 | 44 340 | 44 340 | 229 014 CHF | 229 458 CHF | 100,00% | 100,00% |