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% | 5,18 CHF | 5,19 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 215 702 CHF | 216 116 CHF | 99,43% | 99,43% |
19/11/2024 | 0,20% | 5,13 CHF | 5,14 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 214 772 CHF | 215 194 CHF | 97,93% | 97,93% |
18/11/2024 | 0,19% | 5,36 CHF | 5,37 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 218 546 CHF | 218 951 CHF | 99,88% | 99,88% |
15/11/2024 | 0,18% | 5,43 CHF | 5,44 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 216 223 CHF | 216 614 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 215 513 CHF | 215 903 CHF | 98,58% | 98,58% |
13/11/2024 | 0,18% | 5,40 CHF | 5,41 CHF | 40 000 | 40 000 | 39 824 | 39 824 | 216 064 CHF | 216 463 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,33 CHF | 5,34 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 216 189 CHF | 216 587 CHF | 99,90% | 99,90% |
11/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 215 854 CHF | 216 254 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 213 760 CHF | 214 163 CHF | 98,60% | 98,60% |
07/11/2024 | 0,18% | 5,35 CHF | 5,36 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 215 814 CHF | 216 212 CHF | 100,00% | 100,00% |