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% | 5,14 CHF | 5,15 CHF | 168 000 | 168 000 | 74 843 | 74 843 | 389 716 CHF | 390 467 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 168 000 | 168 000 | 75 409 | 75 409 | 386 868 CHF | 387 624 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 166 000 | 166 000 | 74 326 | 74 326 | 390 849 CHF | 391 593 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 166 000 | 166 000 | 71 671 | 71 671 | 390 455 CHF | 391 177 CHF | 99,69% | 99,69% |
14/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 160 000 | 160 000 | 69 675 | 69 675 | 399 226 CHF | 399 924 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,63 CHF | 5,64 CHF | 160 000 | 160 000 | 72 224 | 72 224 | 398 838 CHF | 399 562 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 164 000 | 164 000 | 73 233 | 73 233 | 394 167 CHF | 394 901 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 164 000 | 164 000 | 72 759 | 72 759 | 394 817 CHF | 395 546 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,42 CHF | 5,43 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 398 144 CHF | 398 879 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,49 CHF | 5,50 CHF | 164 000 | 164 000 | 73 573 | 73 573 | 398 321 CHF | 399 058 CHF | 99,33% | 99,33% |