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 | 0,37% | 5,41 CHF | 5,43 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 106 883 CHF | 107 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,42 CHF | 5,44 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 107 129 CHF | 107 525 CHF | 98,78% | 98,78% |
18/11/2024 | 0,39% | 5,20 CHF | 5,22 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 102 678 CHF | 103 074 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 5,15 CHF | 5,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 102 414 CHF | 102 814 CHF | 71,69% | 71,69% |
14/11/2024 | 0,41% | 5,02 CHF | 5,04 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 98 037 CHF | 98 434 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 4,89 CHF | 4,91 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 95 473 CHF | 95 870 CHF | 99,45% | 99,45% |
12/11/2024 | 0,44% | 4,75 CHF | 4,77 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 91 658 CHF | 92 055 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 4,55 CHF | 4,57 CHF | 20 000 | 20 000 | 19 798 | 19 798 | 92 102 CHF | 92 498 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 4,80 CHF | 4,82 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 97 898 CHF | 98 294 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 5,11 CHF | 5,13 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 101 991 CHF | 102 388 CHF | 100,00% | 100,00% |