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% | 5,09 CHF | 5,10 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 205 707 CHF | 206 107 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 127 554 CHF | 127 804 CHF | 99,91% | 99,91% |
18/11/2024 | 0,19% | 5,27 CHF | 5,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 129 886 CHF | 130 136 CHF | 99,89% | 99,89% |
15/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 129 341 CHF | 129 591 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 126 762 CHF | 127 012 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 120 747 CHF | 120 997 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,78 CHF | 4,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 124 089 CHF | 124 339 CHF | 99,70% | 99,70% |
11/11/2024 | 0,20% | 5,09 CHF | 5,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 128 017 CHF | 128 267 CHF | 99,90% | 99,90% |
08/11/2024 | 0,19% | 5,05 CHF | 5,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 128 853 CHF | 129 103 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 132 278 CHF | 132 528 CHF | 99,91% | 99,91% |