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 | 0,20% | 4,98 CHF | 4,99 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 201 391 CHF | 201 791 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 124 863 CHF | 125 113 CHF | 99,90% | 99,90% |
18/11/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 127 185 CHF | 127 435 CHF | 99,89% | 99,89% |
15/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 126 637 CHF | 126 887 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 124 060 CHF | 124 310 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,69 CHF | 4,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 118 049 CHF | 118 299 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 121 394 CHF | 121 644 CHF | 99,71% | 99,71% |
11/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 125 310 CHF | 125 560 CHF | 99,89% | 99,89% |
08/11/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 126 151 CHF | 126 401 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 129 563 CHF | 129 813 CHF | 99,91% | 99,91% |