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 | 0,36% | 5,63 CHF | 5,65 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 111 190 CHF | 111 587 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 5,64 CHF | 5,66 CHF | 20 000 | 20 000 | 19 808 | 19 808 | 111 429 CHF | 111 826 CHF | 98,78% | 98,78% |
18/11/2024 | 0,37% | 5,42 CHF | 5,44 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 106 988 CHF | 107 384 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 5,37 CHF | 5,39 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 106 799 CHF | 107 199 CHF | 71,69% | 71,69% |
14/11/2024 | 0,39% | 5,23 CHF | 5,25 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 102 350 CHF | 102 746 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 5,10 CHF | 5,12 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 99 819 CHF | 100 216 CHF | 99,45% | 99,45% |
12/11/2024 | 0,42% | 4,97 CHF | 4,99 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 95 995 CHF | 96 391 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 4,77 CHF | 4,79 CHF | 20 000 | 20 000 | 19 799 | 19 799 | 96 435 CHF | 96 832 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 5,02 CHF | 5,04 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 102 235 CHF | 102 631 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 5,33 CHF | 5,35 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 106 329 CHF | 106 726 CHF | 100,00% | 100,00% |