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 | 0,24% | 20,80 CHF | 20,85 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 104 425 CHF | 104 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 20,80 CHF | 20,85 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 102 532 CHF | 102 780 CHF | 99,31% | 99,31% |
18/11/2024 | 0,24% | 21,00 CHF | 21,05 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 103 062 CHF | 103 310 CHF | 99,98% | 99,98% |
15/11/2024 | 0,24% | 20,80 CHF | 20,85 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 105 978 CHF | 106 228 CHF | 73,11% | 73,11% |
14/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 108 271 CHF | 108 514 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 21,70 CHF | 21,75 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 107 542 CHF | 107 790 CHF | 99,63% | 99,63% |
12/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 107 853 CHF | 108 097 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 21,75 CHF | 21,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 108 237 CHF | 108 485 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 21,60 CHF | 21,65 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 106 646 CHF | 106 894 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 21,45 CHF | 21,50 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 167 CHF | 105 415 CHF | 100,00% | 100,00% |