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 | 0,53% | 5,82 CHF | 5,85 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 56 204 CHF | 56 504 CHF | 99,49% | 99,49% |
19/11/2024 | 0,50% | 5,98 CHF | 6,01 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 008 CHF | 60 308 CHF | 97,55% | 97,55% |
18/11/2024 | 0,54% | 5,45 CHF | 5,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 178 CHF | 55 478 CHF | 99,40% | 99,40% |
15/11/2024 | 0,52% | 5,65 CHF | 5,68 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 059 CHF | 57 359 CHF | 98,85% | 98,85% |
14/11/2024 | 0,82% | 5,80 CHF | 5,85 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 572 CHF | 61 072 CHF | 99,50% | 99,50% |
13/11/2024 | 0,47% | 6,78 CHF | 6,81 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 63 231 CHF | 63 531 CHF | 95,88% | 95,88% |
12/11/2024 | 0,51% | 6,24 CHF | 6,27 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 638 CHF | 58 938 CHF | 99,57% | 99,57% |
11/11/2024 | 0,82% | 5,55 CHF | 5,60 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 717 CHF | 61 217 CHF | 94,72% | 94,72% |
08/11/2024 | 0,44% | 7,00 CHF | 7,03 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 68 288 CHF | 68 588 CHF | 91,95% | 91,95% |
07/11/2024 | 0,17% | 6,00 CHF | 6,01 CHF | 10 000 | 1 000 | 10 000 | 1 000 | 57 722 CHF | 5 782 CHF | 58,32% | 58,32% |