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% | 20,35 CHF | 20,40 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 102 022 CHF | 102 270 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 20,35 CHF | 20,40 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 144 CHF | 100 392 CHF | 99,32% | 99,32% |
18/11/2024 | 0,25% | 20,50 CHF | 20,55 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 657 CHF | 100 905 CHF | 99,98% | 99,98% |
15/11/2024 | 0,24% | 20,30 CHF | 20,35 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 103 563 CHF | 103 813 CHF | 73,11% | 73,11% |
14/11/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 859 CHF | 106 102 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 21,20 CHF | 21,25 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 142 CHF | 105 390 CHF | 99,64% | 99,64% |
12/11/2024 | 0,24% | 21,25 CHF | 21,30 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 451 CHF | 105 696 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 21,30 CHF | 21,35 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 105 862 CHF | 106 110 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 21,10 CHF | 21,15 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 104 293 CHF | 104 541 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 20,95 CHF | 21,00 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 102 777 CHF | 103 025 CHF | 100,00% | 100,00% |