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 | 0,65% | 4,56 CHF | 4,59 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 18 816 CHF | 18 938 CHF | 99,58% | 99,58% |
19/11/2024 | 0,68% | 4,82 CHF | 4,85 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 14 327 CHF | 14 425 CHF | 99,58% | 99,58% |
18/11/2024 | 0,67% | 5,19 CHF | 5,23 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 15 511 CHF | 15 615 CHF | 99,52% | 99,52% |
15/11/2024 | 0,61% | 5,52 CHF | 5,55 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 16 627 CHF | 16 729 CHF | 98,94% | 98,94% |
14/11/2024 | 0,60% | 5,49 CHF | 5,52 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 16 462 CHF | 16 562 CHF | 99,49% | 99,49% |
13/11/2024 | 0,63% | 5,43 CHF | 5,47 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 15 750 CHF | 15 850 CHF | 99,57% | 99,57% |
12/11/2024 | 0,63% | 5,36 CHF | 5,39 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 16 253 CHF | 16 355 CHF | 99,52% | 99,57% |
11/11/2024 | 0,60% | 5,69 CHF | 5,73 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 17 690 CHF | 17 796 CHF | 99,53% | 99,53% |
08/11/2024 | 0,59% | 5,81 CHF | 5,85 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 17 988 CHF | 18 095 CHF | 99,48% | 99,48% |
07/11/2024 | 0,58% | 5,90 CHF | 5,93 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 17 569 CHF | 17 671 CHF | 99,57% | 99,57% |