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% | 5,24 CHF | 5,25 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 218 206 CHF | 218 619 CHF | 99,42% | 99,42% |
19/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 42 000 | 42 000 | 42 165 | 42 165 | 217 298 CHF | 217 719 CHF | 97,92% | 97,92% |
18/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 221 039 CHF | 221 444 CHF | 99,89% | 99,89% |
15/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 218 674 CHF | 219 064 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 217 965 CHF | 218 356 CHF | 98,61% | 98,61% |
13/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 218 551 CHF | 218 949 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,39 CHF | 5,40 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 218 674 CHF | 219 072 CHF | 99,88% | 99,88% |
11/11/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 218 347 CHF | 218 747 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 216 251 CHF | 216 654 CHF | 98,60% | 98,60% |
07/11/2024 | 0,18% | 5,42 CHF | 5,43 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 218 298 CHF | 218 696 CHF | 100,00% | 100,00% |