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 | 0,36% | 5,44 CHF | 5,46 CHF | 14 500 | 14 500 | 14 266 | 14 266 | 79 179 CHF | 79 464 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 5,64 CHF | 5,66 CHF | 13 400 | 13 400 | 13 663 | 13 663 | 76 562 CHF | 76 836 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 5,93 CHF | 5,95 CHF | 13 000 | 13 000 | 12 946 | 12 946 | 76 536 CHF | 76 795 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,17 CHF | 6,19 CHF | 13 100 | 13 100 | 13 046 | 13 046 | 80 741 CHF | 81 002 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 6,15 CHF | 6,17 CHF | 13 100 | 13 100 | 13 046 | 13 046 | 80 151 CHF | 80 412 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 6,10 CHF | 6,12 CHF | 13 200 | 13 200 | 13 146 | 13 146 | 78 411 CHF | 78 674 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 6,04 CHF | 6,06 CHF | 12 900 | 12 900 | 12 847 | 12 847 | 78 212 CHF | 78 469 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 6,29 CHF | 6,31 CHF | 12 800 | 12 800 | 12 558 | 12 558 | 80 871 CHF | 81 122 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 6,38 CHF | 6,40 CHF | 12 700 | 12 700 | 12 222 | 12 222 | 79 620 CHF | 79 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 6,45 CHF | 6,47 CHF | 12 600 | 12 600 | 12 642 | 12 642 | 81 144 CHF | 81 397 CHF | 100,00% | 100,00% |