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% | 4,96 CHF | 4,97 CHF | 168 000 | 168 000 | 74 845 | 74 845 | 376 566 CHF | 377 316 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 5,03 CHF | 5,04 CHF | 168 000 | 168 000 | 75 412 | 75 412 | 373 652 CHF | 374 408 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 166 000 | 166 000 | 74 331 | 74 331 | 377 791 CHF | 378 536 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,11 CHF | 5,12 CHF | 166 000 | 166 000 | 71 675 | 71 675 | 377 868 CHF | 378 590 CHF | 99,69% | 99,69% |
14/11/2024 | 0,18% | 5,47 CHF | 5,48 CHF | 160 000 | 160 000 | 69 672 | 69 672 | 387 003 CHF | 387 701 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 160 000 | 160 000 | 72 221 | 72 221 | 386 243 CHF | 386 966 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 164 000 | 164 000 | 73 239 | 73 239 | 381 432 CHF | 382 165 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 164 000 | 164 000 | 72 754 | 72 754 | 382 158 CHF | 382 887 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 385 481 CHF | 386 215 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,32 CHF | 5,33 CHF | 164 000 | 164 000 | 73 573 | 73 573 | 385 625 CHF | 386 363 CHF | 99,33% | 99,33% |