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 | 0,26% | 19,30 CHF | 19,35 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 96 835 CHF | 97 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 19,30 CHF | 19,35 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 94 969 CHF | 95 217 CHF | 99,31% | 99,31% |
18/11/2024 | 0,26% | 19,45 CHF | 19,50 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 95 463 CHF | 95 702 CHF | 99,99% | 99,99% |
15/11/2024 | 0,25% | 19,25 CHF | 19,30 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 98 321 CHF | 98 571 CHF | 73,15% | 73,15% |
14/11/2024 | 0,25% | 20,20 CHF | 20,25 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 643 CHF | 100 891 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 20,15 CHF | 20,20 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 99 978 CHF | 100 226 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 20,20 CHF | 20,25 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 303 CHF | 100 542 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 20,25 CHF | 20,30 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 730 CHF | 100 978 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,10 CHF | 20,15 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 99 190 CHF | 99 430 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 19,90 CHF | 19,95 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 97 671 CHF | 97 910 CHF | 100,00% | 100,00% |