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 | 0,85% | 5,05 CHF | 5,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 97 025 CHF | 97 857 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 5,61 CHF | 5,66 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 114 198 CHF | 115 028 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 5,50 CHF | 5,54 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 112 074 CHF | 112 900 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 5,54 CHF | 5,58 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 108 510 CHF | 109 301 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 5,31 CHF | 5,34 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 105 400 CHF | 106 167 CHF | 99,52% | 99,52% |
13/11/2024 | 0,77% | 5,15 CHF | 5,19 CHF | 20 000 | 20 000 | 19 777 | 19 747 | 100 808 CHF | 101 427 CHF | 99,32% | 99,32% |
12/11/2024 | 0,69% | 5,13 CHF | 5,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 96 471 CHF | 97 137 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 4,55 CHF | 4,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 90 797 CHF | 91 543 CHF | 100,00% | 100,00% |