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% | 5,32 CHF | 5,33 CHF | 100 000 | 100 000 | 43 894 | 43 894 | 234 495 CHF | 234 935 CHF | 99,85% | 99,85% |
19/11/2024 | 0,20% | 5,25 CHF | 5,26 CHF | 100 000 | 100 000 | 45 678 | 45 678 | 237 246 CHF | 237 703 CHF | 99,93% | 99,93% |
18/11/2024 | 0,19% | 5,32 CHF | 5,33 CHF | 100 000 | 100 000 | 44 019 | 44 019 | 230 876 CHF | 231 317 CHF | 99,53% | 99,53% |
15/11/2024 | 0,18% | 5,40 CHF | 5,41 CHF | 100 000 | 100 000 | 44 391 | 44 391 | 244 934 CHF | 245 379 CHF | 99,69% | 99,69% |
14/11/2024 | 0,29% | 5,70 CHF | 5,73 CHF | 48 500 | 48 500 | 31 257 | 31 257 | 178 296 CHF | 178 869 CHF | 98,92% | 98,92% |
13/11/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 98 000 | 98 000 | 43 796 | 43 796 | 250 203 CHF | 250 642 CHF | 99,51% | 99,51% |
12/11/2024 | 0,18% | 5,77 CHF | 5,78 CHF | 97 000 | 97 000 | 43 545 | 43 545 | 251 782 CHF | 252 218 CHF | 97,66% | 97,66% |
11/11/2024 | 0,17% | 5,68 CHF | 5,69 CHF | 98 000 | 98 000 | 44 042 | 44 042 | 253 223 CHF | 253 664 CHF | 99,32% | 99,32% |
08/11/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 98 000 | 98 000 | 43 875 | 43 875 | 254 015 CHF | 254 456 CHF | 99,20% | 99,20% |
07/11/2024 | 0,18% | 5,80 CHF | 5,81 CHF | 97 000 | 97 000 | 44 200 | 44 200 | 248 314 CHF | 248 757 CHF | 99,74% | 99,74% |