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 | 0,38% | 5,12 CHF | 5,14 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 285 765 CHF | 286 867 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 4,94 CHF | 4,96 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 279 473 CHF | 280 612 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 4,98 CHF | 5,00 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 281 037 CHF | 282 175 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 4,96 CHF | 4,98 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 280 695 CHF | 281 817 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 5,04 CHF | 5,06 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 283 252 CHF | 284 372 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 5,10 CHF | 5,12 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 285 088 CHF | 286 202 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 5,11 CHF | 5,13 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 288 608 CHF | 289 709 CHF | 99,85% | 99,85% |
11/11/2024 | 0,37% | 5,35 CHF | 5,37 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 289 297 CHF | 290 378 CHF | 99,67% | 99,67% |
08/11/2024 | 0,38% | 5,23 CHF | 5,25 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 286 002 CHF | 287 103 CHF | 98,77% | 98,77% |
07/11/2024 | 0,38% | 5,22 CHF | 5,24 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 287 695 CHF | 288 795 CHF | 100,00% | 100,00% |