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% | 5,39 CHF | 5,40 CHF | 168 000 | 168 000 | 74 846 | 74 846 | 408 470 CHF | 409 221 CHF | 99,90% | 99,90% |
19/11/2024 | 0,19% | 5,46 CHF | 5,47 CHF | 168 000 | 168 000 | 75 401 | 75 401 | 405 651 CHF | 406 407 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,49 CHF | 5,50 CHF | 166 000 | 166 000 | 74 332 | 74 332 | 409 525 CHF | 410 270 CHF | 99,90% | 99,90% |
15/11/2024 | 0,18% | 5,54 CHF | 5,55 CHF | 166 000 | 166 000 | 71 675 | 71 675 | 408 459 CHF | 409 181 CHF | 99,69% | 99,69% |
14/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 160 000 | 160 000 | 69 668 | 69 668 | 416 667 CHF | 417 365 CHF | 99,99% | 99,99% |
13/11/2024 | 0,18% | 5,88 CHF | 5,89 CHF | 160 000 | 160 000 | 72 224 | 72 224 | 416 850 CHF | 417 573 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 164 000 | 164 000 | 73 237 | 73 237 | 412 431 CHF | 413 165 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 164 000 | 164 000 | 72 760 | 72 760 | 412 919 CHF | 413 648 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 416 199 CHF | 416 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 164 000 | 164 000 | 73 575 | 73 575 | 416 510 CHF | 417 248 CHF | 99,33% | 99,33% |