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% | 5,44 CHF | 5,45 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 109 020 CHF | 109 220 CHF | 99,73% | 99,73% |
19/11/2024 | 0,18% | 5,47 CHF | 5,48 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 110 687 CHF | 110 887 CHF | 99,81% | 99,81% |
18/11/2024 | 0,17% | 5,74 CHF | 5,75 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 115 751 CHF | 115 951 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 116 506 CHF | 116 706 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 111 410 CHF | 111 610 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 112 443 CHF | 112 643 CHF | 99,29% | 99,29% |
12/11/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 104 352 CHF | 104 552 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 99 519 CHF | 99 719 CHF | 99,66% | 99,66% |
08/11/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 104 627 CHF | 104 827 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 103 300 CHF | 103 500 CHF | 99,70% | 99,70% |