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 | 0,47% | 5,79 CHF | 5,82 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 121 986 CHF | 122 566 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 5,77 CHF | 5,80 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 940 CHF | 56 240 CHF | 92,96% | 92,96% |
18/11/2024 | 0,53% | 5,95 CHF | 5,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 399 CHF | 59 717 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 6,47 CHF | 6,50 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 64 877 CHF | 65 207 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 6,64 CHF | 6,67 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 668 CHF | 65 983 CHF | 99,22% | 99,22% |
13/11/2024 | 0,51% | 6,23 CHF | 6,26 CHF | 10 000 | 10 000 | 10 000 | 9 971 | 61 166 CHF | 61 300 CHF | 99,36% | 99,36% |
12/11/2024 | 0,53% | 6,04 CHF | 6,07 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 829 CHF | 66 180 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 7,07 CHF | 7,10 CHF | 10 000 | 10 000 | 9 747 | 9 747 | 68 188 CHF | 68 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 6,48 CHF | 6,51 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 64 949 CHF | 65 280 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 6,67 CHF | 6,71 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 66 781 CHF | 67 114 CHF | 90,22% | 90,22% |