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 | 0,35% | 5,59 CHF | 5,61 CHF | 19 000 | 19 000 | 18 148 | 18 148 | 102 666 CHF | 103 029 CHF | 99,44% | 99,44% |
19/11/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 18 000 | 18 000 | 18 009 | 18 009 | 102 017 CHF | 102 377 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 5,64 CHF | 5,66 CHF | 18 000 | 18 000 | 18 369 | 18 369 | 103 213 CHF | 103 580 CHF | 99,88% | 99,88% |
15/11/2024 | 0,36% | 5,55 CHF | 5,57 CHF | 19 000 | 19 000 | 19 000 | 19 000 | 105 533 CHF | 105 913 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 5,62 CHF | 5,64 CHF | 18 000 | 18 000 | 18 984 | 18 984 | 105 839 CHF | 106 219 CHF | 98,59% | 98,59% |
13/11/2024 | 0,36% | 5,55 CHF | 5,57 CHF | 19 000 | 19 000 | 18 993 | 18 993 | 105 493 CHF | 105 873 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 102 363 CHF | 102 723 CHF | 99,90% | 99,90% |
11/11/2024 | 0,34% | 5,80 CHF | 5,82 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 104 683 CHF | 105 043 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 5,82 CHF | 5,84 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 104 873 CHF | 105 233 CHF | 98,30% | 98,30% |
07/11/2024 | 0,34% | 5,83 CHF | 5,85 CHF | 18 000 | 18 000 | 18 000 | 18 000 | 105 611 CHF | 105 971 CHF | 100,00% | 100,00% |