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% | 5,55 CHF | 5,56 CHF | 42 000 | 42 000 | 41 323 | 41 323 | 230 862 CHF | 231 275 CHF | 98,87% | 98,87% |
19/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 230 208 CHF | 230 630 CHF | 97,93% | 97,93% |
18/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 233 553 CHF | 233 958 CHF | 99,89% | 99,89% |
15/11/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 230 764 CHF | 231 155 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 229 963 CHF | 230 354 CHF | 98,60% | 98,60% |
13/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 230 793 CHF | 231 191 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,70 CHF | 5,71 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 230 888 CHF | 231 286 CHF | 99,88% | 99,88% |
11/11/2024 | 0,17% | 5,82 CHF | 5,83 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 230 711 CHF | 231 111 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 228 661 CHF | 229 064 CHF | 98,60% | 98,60% |
07/11/2024 | 0,17% | 5,72 CHF | 5,73 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 230 594 CHF | 230 991 CHF | 100,00% | 100,00% |