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% | 5,54 CHF | 5,55 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 563 274 CHF | 564 301 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 561 707 CHF | 562 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,47 CHF | 5,48 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 571 015 CHF | 572 047 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 522 981 CHF | 523 969 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,10 CHF | 5,11 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 498 024 CHF | 498 990 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 103 000 | 103 000 | 102 416 | 102 416 | 564 033 CHF | 565 057 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 541 311 CHF | 542 314 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 552 907 CHF | 553 921 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 570 312 CHF | 571 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,56 CHF | 5,57 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 573 729 CHF | 574 755 CHF | 100,00% | 100,00% |