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% | 5,49 CHF | 5,50 CHF | 168 000 | 168 000 | 74 843 | 74 843 | 416 066 CHF | 416 816 CHF | 99,90% | 99,90% |
19/11/2024 | 0,19% | 5,56 CHF | 5,57 CHF | 168 000 | 168 000 | 75 409 | 75 409 | 413 336 CHF | 414 091 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 166 000 | 166 000 | 74 326 | 74 326 | 417 069 CHF | 417 814 CHF | 99,90% | 99,90% |
15/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 166 000 | 166 000 | 71 673 | 71 673 | 415 796 CHF | 416 518 CHF | 99,69% | 99,69% |
14/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 160 000 | 160 000 | 69 677 | 69 677 | 423 932 CHF | 424 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,98 CHF | 5,99 CHF | 160 000 | 160 000 | 72 225 | 72 225 | 424 249 CHF | 424 973 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 164 000 | 164 000 | 73 235 | 73 235 | 419 864 CHF | 420 598 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 164 000 | 164 000 | 72 754 | 72 754 | 420 267 CHF | 420 996 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,77 CHF | 5,78 CHF | 164 000 | 164 000 | 73 306 | 73 306 | 423 567 CHF | 424 302 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,84 CHF | 5,85 CHF | 164 000 | 164 000 | 73 572 | 73 572 | 423 882 CHF | 424 620 CHF | 99,33% | 99,33% |