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 | 1,55% | 5,35 CHF | 5,40 CHF | 50 000 | 50 000 | 18 679 | 18 679 | 103 451 CHF | 104 777 CHF | 99,56% | 99,56% |
19/11/2024 | 1,60% | 5,37 CHF | 5,42 CHF | 50 000 | 50 000 | 20 004 | 20 004 | 107 769 CHF | 109 144 CHF | 86,45% | 86,45% |
18/11/2024 | 1,58% | 5,67 CHF | 5,72 CHF | 50 000 | 50 000 | 18 686 | 18 686 | 104 738 CHF | 106 064 CHF | 99,55% | 99,55% |
15/11/2024 | 2,88% | 5,61 CHF | 5,71 CHF | 50 000 | 50 000 | 18 683 | 18 683 | 110 626 CHF | 113 277 CHF | 99,59% | 99,59% |
14/11/2024 | 1,40% | 6,31 CHF | 6,36 CHF | 50 000 | 50 000 | 18 687 | 18 687 | 118 585 CHF | 119 911 CHF | 99,56% | 99,56% |
13/11/2024 | 1,47% | 5,99 CHF | 6,04 CHF | 50 000 | 50 000 | 18 871 | 18 871 | 112 418 CHF | 113 751 CHF | 97,49% | 97,49% |
12/11/2024 | 1,53% | 5,93 CHF | 5,98 CHF | 50 000 | 50 000 | 18 917 | 18 917 | 110 022 CHF | 111 357 CHF | 96,97% | 96,97% |
11/11/2024 | 1,46% | 5,76 CHF | 5,81 CHF | 50 000 | 50 000 | 18 682 | 18 682 | 112 840 CHF | 114 166 CHF | 99,56% | 99,56% |
08/11/2024 | 1,42% | 6,14 CHF | 6,19 CHF | 50 000 | 50 000 | 18 682 | 18 682 | 116 234 CHF | 117 560 CHF | 99,59% | 99,59% |
07/11/2024 | 1,48% | 6,28 CHF | 6,33 CHF | 50 000 | 50 000 | 18 674 | 18 674 | 112 771 CHF | 114 096 CHF | 99,57% | 99,57% |