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 | 0,18% | 5,50 CHF | 5,51 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 273 464 CHF | 273 958 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 269 334 CHF | 269 824 CHF | 61,62% | 61,62% |
18/11/2024 | 0,19% | 5,48 CHF | 5,49 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 265 947 CHF | 266 442 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,43 CHF | 5,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 269 417 CHF | 269 917 CHF | 70,45% | 70,45% |
14/11/2024 | 0,18% | 5,45 CHF | 5,46 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 270 351 CHF | 270 845 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 265 792 CHF | 266 288 CHF | 99,94% | 99,94% |
12/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 266 735 CHF | 267 231 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,33 CHF | 5,34 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 268 072 CHF | 268 567 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 273 556 CHF | 274 052 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 274 618 CHF | 275 114 CHF | 100,00% | 100,00% |