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% | 5,34 CHF | 5,35 CHF | 193 000 | 193 000 | 61 686 | 61 686 | 329 046 CHF | 329 667 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 199 000 | 199 000 | 63 553 | 63 553 | 321 693 CHF | 322 329 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 200 000 | 200 000 | 63 776 | 63 776 | 311 920 CHF | 312 559 CHF | 99,88% | 99,88% |
15/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 210 000 | 210 000 | 65 019 | 65 019 | 318 819 CHF | 319 470 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 200 000 | 200 000 | 63 745 | 63 745 | 318 601 CHF | 319 239 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 200 000 | 200 000 | 66 051 | 66 051 | 322 049 CHF | 322 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,73 CHF | 4,74 CHF | 210 000 | 210 000 | 66 994 | 66 994 | 316 994 CHF | 317 664 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 210 000 | 210 000 | 66 947 | 66 947 | 310 074 CHF | 310 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 317 523 CHF | 318 221 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,51 CHF | 4,52 CHF | 220 000 | 220 000 | 70 130 | 70 130 | 312 720 CHF | 313 422 CHF | 100,00% | 100,00% |