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 | 0,25% | 20,25 CHF | 20,30 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 649 CHF | 101 897 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 20,25 CHF | 20,30 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 99 753 CHF | 100 001 CHF | 99,32% | 99,32% |
18/11/2024 | 0,25% | 20,40 CHF | 20,45 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 289 CHF | 100 537 CHF | 99,99% | 99,99% |
15/11/2024 | 0,24% | 20,20 CHF | 20,25 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 103 181 CHF | 103 431 CHF | 73,39% | 73,39% |
14/11/2024 | 0,24% | 21,15 CHF | 21,20 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 481 CHF | 105 722 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 21,15 CHF | 21,20 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 104 766 CHF | 105 014 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 21,15 CHF | 21,20 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 089 CHF | 105 328 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 21,20 CHF | 21,25 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 487 CHF | 105 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 21,05 CHF | 21,10 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 103 912 CHF | 104 160 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 20,90 CHF | 20,95 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 102 420 CHF | 102 668 CHF | 100,00% | 100,00% |