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 | 0,19% | 5,54 CHF | 5,55 CHF | 193 000 | 193 000 | 61 682 | 61 682 | 341 730 CHF | 342 351 CHF | 99,90% | 99,90% |
19/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 199 000 | 199 000 | 63 553 | 63 553 | 334 724 CHF | 335 360 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,23 CHF | 5,24 CHF | 200 000 | 200 000 | 63 768 | 63 768 | 325 040 CHF | 325 678 CHF | 99,87% | 99,87% |
15/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 210 000 | 210 000 | 65 015 | 65 015 | 332 240 CHF | 332 891 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 200 000 | 200 000 | 63 734 | 63 734 | 331 714 CHF | 332 352 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 200 000 | 200 000 | 66 064 | 66 064 | 335 679 CHF | 336 341 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,94 CHF | 4,95 CHF | 210 000 | 210 000 | 67 001 | 67 001 | 330 769 CHF | 331 439 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 210 000 | 210 000 | 67 015 | 67 015 | 324 065 CHF | 324 736 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 331 637 CHF | 332 335 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 220 000 | 220 000 | 70 128 | 70 128 | 326 935 CHF | 327 637 CHF | 100,00% | 100,00% |