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 | 0,20% | 4,90 CHF | 4,91 CHF | 168 000 | 168 000 | 74 846 | 74 846 | 372 304 CHF | 373 055 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 4,98 CHF | 4,99 CHF | 168 000 | 168 000 | 75 411 | 75 411 | 369 406 CHF | 370 162 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 166 000 | 166 000 | 74 332 | 74 332 | 373 583 CHF | 374 327 CHF | 99,90% | 99,90% |
15/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 166 000 | 166 000 | 71 674 | 71 674 | 373 775 CHF | 374 498 CHF | 99,69% | 99,69% |
14/11/2024 | 0,18% | 5,41 CHF | 5,42 CHF | 160 000 | 160 000 | 69 676 | 69 676 | 383 011 CHF | 383 709 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 160 000 | 160 000 | 72 219 | 72 219 | 382 068 CHF | 382 792 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 164 000 | 164 000 | 73 239 | 73 239 | 377 288 CHF | 378 021 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 164 000 | 164 000 | 72 756 | 72 756 | 378 037 CHF | 378 766 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 164 000 | 164 000 | 73 304 | 73 304 | 381 382 CHF | 382 117 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,26 CHF | 5,27 CHF | 164 000 | 164 000 | 73 577 | 73 577 | 381 495 CHF | 382 233 CHF | 99,33% | 99,33% |