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% | 5,52 CHF | 5,53 CHF | 100 000 | 100 000 | 43 854 | 43 854 | 243 193 CHF | 243 632 CHF | 99,71% | 99,71% |
19/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 100 000 | 100 000 | 45 726 | 45 726 | 246 747 CHF | 247 205 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,52 CHF | 5,53 CHF | 100 000 | 100 000 | 44 021 | 44 021 | 239 823 CHF | 240 264 CHF | 99,53% | 99,53% |
15/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 100 000 | 100 000 | 44 385 | 44 385 | 253 926 CHF | 254 371 CHF | 99,68% | 99,68% |
14/11/2024 | 0,28% | 5,90 CHF | 5,93 CHF | 48 500 | 48 500 | 31 257 | 31 257 | 184 657 CHF | 185 231 CHF | 98,91% | 98,91% |
13/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 98 000 | 98 000 | 43 784 | 43 784 | 258 981 CHF | 259 419 CHF | 99,74% | 99,74% |
12/11/2024 | 0,17% | 5,97 CHF | 5,98 CHF | 97 000 | 97 000 | 43 486 | 43 486 | 260 228 CHF | 260 664 CHF | 97,55% | 97,55% |
11/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 98 000 | 98 000 | 44 057 | 44 057 | 262 182 CHF | 262 623 CHF | 99,34% | 99,34% |
08/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 98 000 | 98 000 | 43 873 | 43 873 | 262 767 CHF | 263 208 CHF | 99,20% | 99,20% |
07/11/2024 | 0,18% | 6,00 CHF | 6,01 CHF | 97 000 | 97 000 | 44 181 | 44 181 | 257 043 CHF | 257 486 CHF | 99,74% | 99,74% |