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 | 0,17% | 5,77 CHF | 5,78 CHF | 30 000 | 30 000 | 29 718 | 29 717 | 171 909 CHF | 172 200 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 30 000 | 30 000 | 29 715 | 29 713 | 169 704 CHF | 169 995 CHF | 98,69% | 98,69% |
18/11/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 30 000 | 30 000 | 29 719 | 29 717 | 166 913 CHF | 167 202 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 169 590 CHF | 169 890 CHF | 70,85% | 70,85% |
14/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 170 001 CHF | 170 298 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 167 360 CHF | 167 658 CHF | 99,72% | 99,72% |
12/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 167 888 CHF | 168 186 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 169 193 CHF | 169 491 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,76 CHF | 5,77 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 172 826 CHF | 173 123 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 173 682 CHF | 173 980 CHF | 100,00% | 100,00% |