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% | 5,90 CHF | 5,91 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 175 967 CHF | 176 265 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 30 000 | 30 000 | 29 714 | 29 714 | 173 754 CHF | 174 051 CHF | 98,69% | 98,69% |
18/11/2024 | 0,18% | 5,86 CHF | 5,87 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 170 985 CHF | 171 282 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 173 693 CHF | 173 993 CHF | 70,85% | 70,85% |
14/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 174 073 CHF | 174 370 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,78 CHF | 5,79 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 171 411 CHF | 171 709 CHF | 99,82% | 99,82% |
12/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 171 918 CHF | 172 215 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 173 223 CHF | 173 521 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 176 832 CHF | 177 129 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 177 699 CHF | 177 996 CHF | 100,00% | 100,00% |