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% | 5,36 CHF | 5,37 CHF | 193 000 | 193 000 | 61 686 | 61 686 | 330 408 CHF | 331 029 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 199 000 | 199 000 | 63 551 | 63 551 | 323 008 CHF | 323 644 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 5,05 CHF | 5,06 CHF | 200 000 | 200 000 | 63 777 | 63 777 | 313 218 CHF | 313 856 CHF | 99,88% | 99,88% |
15/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 210 000 | 210 000 | 65 017 | 65 017 | 320 137 CHF | 320 788 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 200 000 | 200 000 | 63 734 | 63 734 | 319 868 CHF | 320 506 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,94 CHF | 4,95 CHF | 200 000 | 200 000 | 66 069 | 66 069 | 323 467 CHF | 324 128 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,75 CHF | 4,76 CHF | 210 000 | 210 000 | 67 003 | 67 003 | 318 357 CHF | 319 027 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,69 CHF | 4,70 CHF | 210 000 | 210 000 | 67 008 | 67 008 | 311 636 CHF | 312 307 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 220 000 | 220 000 | 69 715 | 69 715 | 318 812 CHF | 319 510 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,52 CHF | 4,53 CHF | 220 000 | 220 000 | 70 130 | 70 130 | 314 023 CHF | 314 725 CHF | 100,00% | 100,00% |