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% | 5,44 CHF | 5,45 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 226 465 CHF | 226 878 CHF | 99,42% | 99,42% |
19/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 225 721 CHF | 226 143 CHF | 97,92% | 97,92% |
18/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 229 154 CHF | 229 559 CHF | 99,89% | 99,89% |
15/11/2024 | 0,17% | 5,69 CHF | 5,70 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 226 511 CHF | 226 901 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 225 724 CHF | 226 114 CHF | 98,63% | 98,63% |
13/11/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 226 537 CHF | 226 936 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 226 642 CHF | 227 040 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 226 368 CHF | 226 767 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 224 344 CHF | 224 747 CHF | 98,60% | 98,60% |
07/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 226 328 CHF | 226 726 CHF | 100,00% | 100,00% |