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 | 0,21% | 4,84 CHF | 4,85 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 201 299 CHF | 201 713 CHF | 99,42% | 99,42% |
19/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 200 076 CHF | 200 498 CHF | 97,93% | 97,93% |
18/11/2024 | 0,20% | 5,02 CHF | 5,03 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 204 512 CHF | 204 917 CHF | 99,89% | 99,89% |
15/11/2024 | 0,19% | 5,08 CHF | 5,09 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 202 698 CHF | 203 089 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 201 947 CHF | 202 337 CHF | 98,61% | 98,61% |
13/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 202 280 CHF | 202 679 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 202 438 CHF | 202 836 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 202 008 CHF | 202 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 199 757 CHF | 200 160 CHF | 98,60% | 98,60% |
07/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 201 954 CHF | 202 352 CHF | 100,00% | 100,00% |