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 | 0,19% | 5,30 CHF | 5,31 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 263 145 CHF | 263 639 CHF | 100,00% | 100,00% |
19/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 259 096 CHF | 259 586 CHF | 61,62% | 61,62% |
18/11/2024 | 0,20% | 5,27 CHF | 5,28 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 255 608 CHF | 256 104 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 258 978 CHF | 259 478 CHF | 70,45% | 70,45% |
14/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 259 993 CHF | 260 488 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 255 503 CHF | 255 999 CHF | 99,95% | 99,95% |
12/11/2024 | 0,19% | 5,13 CHF | 5,14 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 256 482 CHF | 256 978 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 257 811 CHF | 258 307 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 263 385 CHF | 263 881 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 264 445 CHF | 264 941 CHF | 100,00% | 100,00% |