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 | 0,70% | 5,50 CHF | 5,54 CHF | 9 400 | 9 400 | 9 308 | 9 308 | 52 799 CHF | 53 171 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 5,59 CHF | 5,63 CHF | 9 000 | 9 000 | 9 021 | 9 021 | 50 430 CHF | 50 790 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 5,85 CHF | 5,89 CHF | 8 800 | 8 800 | 8 809 | 8 809 | 51 805 CHF | 52 158 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 6,08 CHF | 6,12 CHF | 8 900 | 8 900 | 8 761 | 8 761 | 53 325 CHF | 53 676 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 5,94 CHF | 5,98 CHF | 9 200 | 9 200 | 9 204 | 9 204 | 54 256 CHF | 54 624 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 5,56 CHF | 5,60 CHF | 9 200 | 9 200 | 9 193 | 9 193 | 52 223 CHF | 52 591 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 5,69 CHF | 5,73 CHF | 8 600 | 8 600 | 8 504 | 8 504 | 50 641 CHF | 50 982 CHF | 99,85% | 99,85% |
11/11/2024 | 0,63% | 6,27 CHF | 6,31 CHF | 8 700 | 8 700 | 8 700 | 8 700 | 55 059 CHF | 55 407 CHF | 99,69% | 99,69% |
08/11/2024 | 0,68% | 5,98 CHF | 6,02 CHF | 8 700 | 8 700 | 8 696 | 8 696 | 51 302 CHF | 51 650 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 6,21 CHF | 6,25 CHF | 8 100 | 8 100 | 8 020 | 8 020 | 51 944 CHF | 52 265 CHF | 100,00% | 100,00% |