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% | 4,76 CHF | 4,77 CHF | 81 000 | 81 000 | 80 215 | 80 215 | 392 295 CHF | 393 098 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 78 000 | 78 000 | 77 056 | 77 056 | 364 495 CHF | 365 266 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 77 000 | 77 000 | 77 129 | 77 129 | 382 332 CHF | 383 104 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 72 000 | 72 000 | 72 000 | 72 000 | 368 359 CHF | 369 079 CHF | 83,28% | 83,28% |
14/11/2024 | 0,19% | 5,46 CHF | 5,47 CHF | 74 000 | 74 000 | 73 306 | 73 306 | 387 843 CHF | 388 576 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 74 000 | 74 000 | 73 301 | 73 301 | 377 721 CHF | 378 455 CHF | 99,05% | 99,05% |
12/11/2024 | 0,18% | 5,22 CHF | 5,23 CHF | 68 000 | 68 000 | 66 504 | 66 504 | 364 989 CHF | 365 655 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 70 000 | 70 000 | 69 141 | 69 141 | 406 253 CHF | 406 946 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 67 000 | 67 000 | 66 235 | 66 235 | 372 223 CHF | 372 886 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 68 000 | 68 000 | 67 359 | 67 359 | 402 735 CHF | 403 409 CHF | 100,00% | 100,00% |