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% | 5,21 CHF | 5,22 CHF | 52 800 | 52 800 | 29 019 | 29 019 | 145 212 CHF | 145 502 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 51 500 | 51 500 | 28 230 | 28 230 | 144 802 CHF | 145 085 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 51 100 | 51 100 | 28 115 | 28 115 | 141 669 CHF | 141 950 CHF | 99,55% | 99,55% |
15/11/2024 | 0,21% | 5,04 CHF | 5,05 CHF | 58 500 | 58 500 | 32 121 | 32 121 | 154 743 CHF | 155 065 CHF | 99,51% | 99,51% |
14/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 57 300 | 57 300 | 30 481 | 30 481 | 141 933 CHF | 142 238 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 55 900 | 55 900 | 30 727 | 30 727 | 147 899 CHF | 148 206 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 52 600 | 52 600 | 28 916 | 28 916 | 142 872 CHF | 143 162 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,95 CHF | 4,96 CHF | 55 600 | 55 600 | 30 568 | 30 568 | 145 310 CHF | 145 617 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 57 500 | 57 500 | 31 656 | 31 656 | 145 441 CHF | 145 758 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 4,57 CHF | 4,58 CHF | 54 000 | 54 000 | 29 644 | 29 644 | 140 612 CHF | 140 909 CHF | 100,00% | 100,00% |