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 | 0,18% | 5,53 CHF | 5,54 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 401 501 CHF | 402 219 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,47 CHF | 5,48 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 397 850 CHF | 398 587 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,44 CHF | 5,45 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 398 427 CHF | 399 164 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,36 CHF | 5,37 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 399 476 CHF | 400 212 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 397 405 CHF | 398 128 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 399 090 CHF | 399 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,55 CHF | 5,56 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 399 865 CHF | 400 582 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 405 587 CHF | 406 304 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 402 109 CHF | 402 826 CHF | 99,18% | 99,18% |
07/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 397 488 CHF | 398 212 CHF | 100,00% | 100,00% |