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% | 5,35 CHF | 5,36 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 544 140 CHF | 545 167 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 542 562 CHF | 543 590 CHF | 100,00% | 100,00% |
18/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 551 737 CHF | 552 769 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 504 500 CHF | 505 487 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 4,91 CHF | 4,92 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 479 946 CHF | 480 913 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 544 843 CHF | 545 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,26 CHF | 5,27 CHF | 102 000 | 102 000 | 100 022 | 100 022 | 522 584 CHF | 523 586 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 533 962 CHF | 534 976 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 551 061 CHF | 552 088 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,37 CHF | 5,38 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 554 413 CHF | 555 439 CHF | 100,00% | 100,00% |