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 | 0,18% | 5,48 CHF | 5,49 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 227 803 CHF | 228 216 CHF | 99,42% | 99,42% |
19/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 227 133 CHF | 227 554 CHF | 97,93% | 97,93% |
18/11/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 230 451 CHF | 230 856 CHF | 99,88% | 99,88% |
15/11/2024 | 0,17% | 5,72 CHF | 5,73 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 227 711 CHF | 228 102 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 226 922 CHF | 227 312 CHF | 98,61% | 98,61% |
13/11/2024 | 0,17% | 5,69 CHF | 5,70 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 227 709 CHF | 228 107 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,63 CHF | 5,64 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 227 883 CHF | 228 281 CHF | 99,90% | 99,90% |
11/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 227 622 CHF | 228 021 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 225 633 CHF | 226 036 CHF | 98,60% | 98,60% |
07/11/2024 | 0,17% | 5,65 CHF | 5,66 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 227 584 CHF | 227 981 CHF | 100,00% | 100,00% |