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% | 5,25 CHF | 5,26 CHF | 193 000 | 193 000 | 61 679 | 61 679 | 323 821 CHF | 324 442 CHF | 99,89% | 99,89% |
19/11/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 199 000 | 199 000 | 63 551 | 63 551 | 316 269 CHF | 316 905 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,94 CHF | 4,95 CHF | 200 000 | 200 000 | 63 764 | 63 764 | 306 381 CHF | 307 019 CHF | 99,87% | 99,87% |
15/11/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 210 000 | 210 000 | 65 020 | 65 020 | 313 212 CHF | 313 863 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 200 000 | 200 000 | 63 742 | 63 742 | 313 123 CHF | 313 762 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 200 000 | 200 000 | 66 055 | 66 055 | 316 404 CHF | 317 066 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 210 000 | 210 000 | 66 991 | 66 991 | 311 226 CHF | 311 896 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,58 CHF | 4,59 CHF | 210 000 | 210 000 | 67 013 | 67 013 | 304 588 CHF | 305 259 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 311 544 CHF | 312 242 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 220 000 | 220 000 | 70 132 | 70 132 | 306 705 CHF | 307 407 CHF | 100,00% | 100,00% |