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 | 0,20% | 5,15 CHF | 5,16 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 523 250 CHF | 524 277 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 521 710 CHF | 522 737 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,08 CHF | 5,09 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 530 732 CHF | 531 764 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 484 339 CHF | 485 327 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,70 CHF | 4,71 CHF | 96 000 | 96 000 | 96 675 | 96 675 | 460 231 CHF | 461 198 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 103 000 | 103 000 | 102 416 | 102 416 | 523 974 CHF | 524 998 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 102 000 | 102 000 | 100 022 | 100 022 | 502 235 CHF | 503 237 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 513 243 CHF | 514 257 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 530 040 CHF | 531 068 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,16 CHF | 5,17 CHF | 102 000 | 102 000 | 102 627 | 102 627 | 533 336 CHF | 534 363 CHF | 100,00% | 100,00% |