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 | 0,19% | 5,22 CHF | 5,23 CHF | 168 000 | 168 000 | 74 843 | 74 843 | 395 768 CHF | 396 519 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,29 CHF | 5,30 CHF | 168 000 | 168 000 | 75 426 | 75 426 | 393 029 CHF | 393 785 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 166 000 | 166 000 | 74 327 | 74 327 | 396 889 CHF | 397 633 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 166 000 | 166 000 | 71 675 | 71 675 | 396 324 CHF | 397 046 CHF | 99,69% | 99,69% |
14/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 160 000 | 160 000 | 69 672 | 69 672 | 404 937 CHF | 405 635 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 160 000 | 160 000 | 72 221 | 72 221 | 404 710 CHF | 405 433 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 164 000 | 164 000 | 73 240 | 73 240 | 400 130 CHF | 400 864 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 164 000 | 164 000 | 72 755 | 72 755 | 400 678 CHF | 401 406 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 404 032 CHF | 404 766 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,57 CHF | 5,58 CHF | 164 000 | 164 000 | 73 573 | 73 573 | 404 235 CHF | 404 973 CHF | 99,33% | 99,33% |