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% | 5,14 CHF | 5,15 CHF | 50 000 | 50 000 | 30 526 | 30 526 | 157 996 CHF | 158 301 CHF | 97,88% | 97,88% |
19/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 50 000 | 50 000 | 31 241 | 31 241 | 156 789 CHF | 157 101 CHF | 86,69% | 86,69% |
18/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 50 000 | 50 000 | 30 444 | 30 444 | 154 433 CHF | 154 737 CHF | 99,39% | 99,39% |
15/11/2024 | 0,19% | 5,23 CHF | 5,24 CHF | 50 000 | 50 000 | 30 486 | 30 486 | 163 291 CHF | 163 595 CHF | 98,57% | 98,57% |
14/11/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 50 000 | 50 000 | 30 399 | 30 399 | 167 982 CHF | 168 286 CHF | 99,07% | 99,07% |
13/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 50 000 | 50 000 | 30 914 | 30 914 | 171 239 CHF | 171 548 CHF | 91,45% | 91,45% |
12/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 50 000 | 50 000 | 30 430 | 30 430 | 170 018 CHF | 170 323 CHF | 99,65% | 99,65% |
11/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 50 000 | 50 000 | 30 372 | 30 372 | 169 931 CHF | 170 235 CHF | 98,82% | 98,82% |
08/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 50 000 | 50 000 | 30 495 | 30 495 | 171 361 CHF | 171 666 CHF | 98,43% | 98,43% |
07/11/2024 | 0,19% | 5,62 CHF | 5,63 CHF | 50 000 | 50 000 | 30 428 | 30 428 | 164 553 CHF | 164 858 CHF | 99,59% | 99,59% |