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 | 0,17% | 6,00 CHF | 6,01 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 252 878 CHF | 253 298 CHF | 99,43% | 99,43% |
19/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 251 340 CHF | 251 760 CHF | 100,00% | 100,00% |
18/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 246 976 CHF | 247 396 CHF | 99,88% | 99,88% |
15/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 253 192 CHF | 253 632 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 249 082 CHF | 249 522 CHF | 98,61% | 98,61% |
13/11/2024 | 0,17% | 5,72 CHF | 5,73 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 251 277 CHF | 251 717 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,68 CHF | 5,69 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 252 683 CHF | 253 123 CHF | 99,90% | 99,90% |
11/11/2024 | 0,17% | 5,82 CHF | 5,83 CHF | 42 000 | 42 000 | 42 004 | 42 004 | 245 784 CHF | 246 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,59 CHF | 5,60 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 245 879 CHF | 246 319 CHF | 98,30% | 98,30% |
07/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 248 733 CHF | 249 173 CHF | 100,00% | 100,00% |