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% | 5,28 CHF | 5,29 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 219 796 CHF | 220 209 CHF | 99,43% | 99,43% |
19/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 219 022 CHF | 219 444 CHF | 97,93% | 97,93% |
18/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 222 642 CHF | 223 047 CHF | 99,88% | 99,88% |
15/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 220 176 CHF | 220 566 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 219 393 CHF | 219 783 CHF | 98,57% | 98,57% |
13/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 220 100 CHF | 220 498 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 220 213 CHF | 220 611 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 219 903 CHF | 220 303 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 217 844 CHF | 218 247 CHF | 98,60% | 98,60% |
07/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 219 859 CHF | 220 257 CHF | 100,00% | 100,00% |