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% | 4,98 CHF | 4,99 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 207 369 CHF | 207 782 CHF | 99,43% | 99,43% |
19/11/2024 | 0,20% | 4,93 CHF | 4,94 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 206 351 CHF | 206 773 CHF | 97,93% | 97,93% |
18/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 210 433 CHF | 210 838 CHF | 99,88% | 99,88% |
15/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 208 384 CHF | 208 774 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 207 615 CHF | 208 006 CHF | 98,50% | 98,50% |
13/11/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 208 083 CHF | 208 481 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,13 CHF | 5,14 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 208 219 CHF | 208 617 CHF | 99,88% | 99,88% |
11/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 207 839 CHF | 208 239 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 205 665 CHF | 206 067 CHF | 98,60% | 98,60% |
07/11/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 207 787 CHF | 208 184 CHF | 100,00% | 100,00% |