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% | 5,04 CHF | 5,05 CHF | 75 000 | 75 000 | 74 381 | 74 381 | 376 483 CHF | 377 228 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 76 000 | 76 000 | 75 227 | 75 227 | 375 392 CHF | 376 145 CHF | 98,71% | 98,71% |
18/11/2024 | 0,21% | 5,00 CHF | 5,01 CHF | 76 000 | 76 000 | 76 915 | 76 915 | 376 266 CHF | 377 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 77 000 | 77 000 | 77 479 | 77 479 | 381 802 CHF | 382 577 CHF | 70,96% | 70,96% |
14/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 76 000 | 76 000 | 75 587 | 75 587 | 377 546 CHF | 378 303 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 77 000 | 77 000 | 76 529 | 76 529 | 375 821 CHF | 376 587 CHF | 99,72% | 99,72% |
12/11/2024 | 0,20% | 4,88 CHF | 4,89 CHF | 78 000 | 78 000 | 76 358 | 76 358 | 376 412 CHF | 377 177 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 78 000 | 78 000 | 75 847 | 75 847 | 377 335 CHF | 378 094 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 76 000 | 76 000 | 74 450 | 74 450 | 380 007 CHF | 380 753 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 74 000 | 74 000 | 74 405 | 74 405 | 381 765 CHF | 382 510 CHF | 100,00% | 100,00% |