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% | 4,88 CHF | 4,89 CHF | 189 900 | 189 900 | 188 762 | 188 762 | 950 488 CHF | 952 376 CHF | 99,45% | 99,45% |
19/11/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 188 000 | 188 000 | 190 287 | 190 287 | 973 759 CHF | 975 662 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 191 800 | 191 800 | 188 868 | 188 868 | 957 872 CHF | 959 761 CHF | 98,78% | 98,78% |
15/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 187 000 | 187 000 | 190 412 | 190 412 | 975 357 CHF | 977 261 CHF | 98,67% | 98,67% |
14/11/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 192 600 | 192 600 | 183 477 | 183 477 | 918 240 CHF | 920 074 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 177 400 | 177 400 | 178 360 | 178 360 | 958 650 CHF | 960 434 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 179 000 | 179 000 | 175 936 | 175 936 | 949 281 CHF | 951 041 CHF | 99,82% | 99,82% |
11/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 173 900 | 173 900 | 163 135 | 163 135 | 915 630 CHF | 917 261 CHF | 99,74% | 99,74% |
08/11/2024 | 0,16% | 6,00 CHF | 6,01 CHF | 156 200 | 156 200 | 155 901 | 155 901 | 966 156 CHF | 967 715 CHF | 99,10% | 99,10% |
07/11/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 155 700 | 155 700 | 161 891 | 161 891 | 1 013 940 CHF | 1 015 560 CHF | 99,96% | 99,96% |