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 | 0,20% | 5,04 CHF | 5,05 CHF | 42 000 | 42 000 | 41 323 | 41 323 | 209 706 CHF | 210 119 CHF | 98,88% | 98,88% |
19/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 208 727 CHF | 209 148 CHF | 97,93% | 97,93% |
18/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 212 786 CHF | 213 192 CHF | 99,90% | 99,90% |
15/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 210 696 CHF | 211 087 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,50 CHF | 5,51 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 209 926 CHF | 210 316 CHF | 98,52% | 98,52% |
13/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 210 419 CHF | 210 817 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 210 551 CHF | 210 949 CHF | 99,88% | 99,88% |
11/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 210 183 CHF | 210 583 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 208 006 CHF | 208 409 CHF | 98,60% | 98,60% |
07/11/2024 | 0,19% | 5,21 CHF | 5,22 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 210 127 CHF | 210 525 CHF | 100,00% | 100,00% |