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 | 0,54% | 5,69 CHF | 5,70 CHF | 37 000 | 37 000 | 16 932 | 16 932 | 96 689 CHF | 97 088 CHF | 99,41% | 99,41% |
19/11/2024 | 0,55% | 5,71 CHF | 5,72 CHF | 37 000 | 37 000 | 16 918 | 16 918 | 96 300 CHF | 96 699 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 5,79 CHF | 5,80 CHF | 36 000 | 36 000 | 16 377 | 16 377 | 94 824 CHF | 95 208 CHF | 99,74% | 99,74% |
15/11/2024 | 0,55% | 5,73 CHF | 5,74 CHF | 37 000 | 37 000 | 16 907 | 16 907 | 95 749 CHF | 96 149 CHF | 99,60% | 99,60% |
14/11/2024 | 0,55% | 5,69 CHF | 5,70 CHF | 37 000 | 37 000 | 16 967 | 16 967 | 96 444 CHF | 96 844 CHF | 98,58% | 98,58% |
13/11/2024 | 0,55% | 5,70 CHF | 5,71 CHF | 37 000 | 37 000 | 16 944 | 16 944 | 95 620 CHF | 96 020 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 5,67 CHF | 5,68 CHF | 37 000 | 37 000 | 16 950 | 16 950 | 95 813 CHF | 96 213 CHF | 99,89% | 99,89% |
11/11/2024 | 0,56% | 5,65 CHF | 5,66 CHF | 37 000 | 37 000 | 16 934 | 16 934 | 94 858 CHF | 95 258 CHF | 99,90% | 99,90% |
08/11/2024 | 0,53% | 5,46 CHF | 5,47 CHF | 38 000 | 38 000 | 17 465 | 17 465 | 95 040 CHF | 95 410 CHF | 99,05% | 99,05% |
07/11/2024 | 0,52% | 5,37 CHF | 5,38 CHF | 39 000 | 39 000 | 17 352 | 17 352 | 94 555 CHF | 94 925 CHF | 99,90% | 99,90% |