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% | 5,31 CHF | 5,32 CHF | 37 900 | 37 900 | 37 611 | 37 611 | 200 895 CHF | 201 271 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 37 300 | 37 300 | 37 608 | 37 608 | 198 843 CHF | 199 219 CHF | 99,85% | 99,85% |
18/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 36 600 | 36 600 | 36 791 | 36 791 | 196 006 CHF | 196 374 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 35 400 | 35 400 | 35 397 | 35 397 | 194 996 CHF | 195 350 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,78 CHF | 5,79 CHF | 35 900 | 35 900 | 35 983 | 35 983 | 203 454 CHF | 203 814 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,56 CHF | 5,57 CHF | 35 800 | 35 800 | 35 739 | 35 739 | 198 404 CHF | 198 762 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,68 CHF | 5,69 CHF | 34 500 | 34 500 | 34 500 | 34 500 | 198 352 CHF | 198 697 CHF | 99,88% | 99,88% |
11/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 34 800 | 34 800 | 34 484 | 34 484 | 203 324 CHF | 203 669 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 34 600 | 34 600 | 34 430 | 34 430 | 202 262 CHF | 202 606 CHF | 98,90% | 98,90% |
07/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 33 800 | 33 800 | 33 418 | 33 418 | 199 728 CHF | 200 062 CHF | 100,00% | 100,00% |