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 | 0,41% | 5,64 CHF | 5,65 CHF | 46 000 | 46 000 | 20 931 | 20 931 | 118 946 CHF | 119 328 CHF | 99,90% | 99,90% |
19/11/2024 | 0,40% | 5,81 CHF | 5,82 CHF | 46 000 | 46 000 | 19 412 | 19 412 | 113 028 CHF | 113 381 CHF | 99,98% | 99,98% |
18/11/2024 | 0,41% | 5,81 CHF | 5,82 CHF | 45 000 | 45 000 | 20 853 | 20 853 | 119 801 CHF | 120 182 CHF | 99,90% | 99,90% |
15/11/2024 | 0,40% | 5,80 CHF | 5,81 CHF | 45 000 | 45 000 | 18 699 | 18 699 | 108 592 CHF | 108 911 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 5,80 CHF | 5,81 CHF | 45 000 | 45 000 | 20 468 | 20 468 | 119 009 CHF | 119 384 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 5,70 CHF | 5,71 CHF | 46 000 | 46 000 | 21 052 | 21 052 | 118 503 CHF | 118 895 CHF | 98,61% | 99,78% |
12/11/2024 | 0,40% | 5,67 CHF | 5,68 CHF | 46 000 | 46 000 | 20 556 | 20 556 | 118 968 CHF | 119 343 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 5,85 CHF | 5,86 CHF | 45 000 | 45 000 | 11 412 | 11 412 | 65 252 CHF | 65 645 CHF | 99,56% | 99,56% |
08/11/2024 | 0,43% | 5,52 CHF | 5,53 CHF | 47 000 | 47 000 | 21 548 | 21 548 | 117 102 CHF | 117 491 CHF | 98,48% | 98,48% |
07/11/2024 | 0,43% | 5,43 CHF | 5,44 CHF | 48 000 | 48 000 | 21 470 | 21 470 | 116 534 CHF | 116 923 CHF | 100,00% | 100,00% |