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% | 19,85 CHF | 19,90 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 99 627 CHF | 99 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 19,85 CHF | 19,90 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 97 737 CHF | 97 985 CHF | 99,31% | 99,31% |
18/11/2024 | 0,25% | 20,00 CHF | 20,05 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 98 262 CHF | 98 503 CHF | 99,98% | 99,98% |
15/11/2024 | 0,25% | 19,80 CHF | 19,85 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 101 132 CHF | 101 382 CHF | 73,12% | 73,12% |
14/11/2024 | 0,24% | 20,75 CHF | 20,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 103 445 CHF | 103 686 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 20,75 CHF | 20,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 102 759 CHF | 103 007 CHF | 99,63% | 99,63% |
12/11/2024 | 0,24% | 20,75 CHF | 20,80 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 103 076 CHF | 103 315 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 20,80 CHF | 20,85 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 103 487 CHF | 103 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 20,65 CHF | 20,70 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 101 924 CHF | 102 165 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 20,50 CHF | 20,55 CHF | 5 000 | 5 000 | 4 953 | 4 953 | 100 420 CHF | 100 668 CHF | 100,00% | 100,00% |