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 | 0,55% | 5,60 CHF | 5,61 CHF | 37 000 | 37 000 | 16 948 | 16 948 | 95 227 CHF | 95 627 CHF | 99,27% | 99,27% |
19/11/2024 | 0,56% | 5,62 CHF | 5,63 CHF | 37 000 | 37 000 | 16 925 | 16 925 | 94 761 CHF | 95 160 CHF | 99,91% | 99,91% |
18/11/2024 | 0,55% | 5,70 CHF | 5,71 CHF | 36 000 | 36 000 | 16 391 | 16 391 | 93 397 CHF | 93 781 CHF | 99,84% | 99,84% |
15/11/2024 | 0,56% | 5,64 CHF | 5,65 CHF | 37 000 | 37 000 | 16 914 | 16 914 | 94 224 CHF | 94 623 CHF | 99,52% | 99,52% |
14/11/2024 | 0,56% | 5,59 CHF | 5,60 CHF | 37 000 | 37 000 | 17 000 | 17 000 | 95 035 CHF | 95 434 CHF | 98,18% | 98,18% |
13/11/2024 | 0,56% | 5,61 CHF | 5,62 CHF | 37 000 | 37 000 | 16 969 | 16 969 | 94 206 CHF | 94 606 CHF | 99,65% | 99,65% |
12/11/2024 | 0,56% | 5,58 CHF | 5,59 CHF | 37 000 | 37 000 | 16 951 | 16 951 | 94 274 CHF | 94 674 CHF | 99,88% | 99,88% |
11/11/2024 | 0,57% | 5,56 CHF | 5,57 CHF | 37 000 | 37 000 | 16 932 | 16 932 | 93 280 CHF | 93 680 CHF | 99,38% | 99,38% |
08/11/2024 | 0,53% | 5,37 CHF | 5,38 CHF | 38 000 | 38 000 | 17 466 | 17 466 | 93 430 CHF | 93 800 CHF | 99,04% | 99,04% |
07/11/2024 | 0,53% | 5,28 CHF | 5,29 CHF | 39 000 | 39 000 | 17 356 | 17 356 | 92 997 CHF | 93 367 CHF | 99,15% | 99,15% |