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 | 0,59% | 5,26 CHF | 5,27 CHF | 37 000 | 37 000 | 16 932 | 16 932 | 89 380 CHF | 89 780 CHF | 99,42% | 99,42% |
19/11/2024 | 0,59% | 5,28 CHF | 5,29 CHF | 37 000 | 37 000 | 16 917 | 16 917 | 88 988 CHF | 89 387 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 5,36 CHF | 5,37 CHF | 36 000 | 36 000 | 16 378 | 16 378 | 87 701 CHF | 88 084 CHF | 99,74% | 99,74% |
15/11/2024 | 0,60% | 5,30 CHF | 5,31 CHF | 37 000 | 37 000 | 16 907 | 16 907 | 88 423 CHF | 88 823 CHF | 99,60% | 99,60% |
14/11/2024 | 0,59% | 5,25 CHF | 5,26 CHF | 37 000 | 37 000 | 16 975 | 16 975 | 89 104 CHF | 89 503 CHF | 98,56% | 98,56% |
13/11/2024 | 0,60% | 5,27 CHF | 5,28 CHF | 37 000 | 37 000 | 16 944 | 16 944 | 88 328 CHF | 88 727 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 5,24 CHF | 5,25 CHF | 37 000 | 37 000 | 16 950 | 16 950 | 88 530 CHF | 88 929 CHF | 99,90% | 99,90% |
11/11/2024 | 0,61% | 5,22 CHF | 5,23 CHF | 37 000 | 37 000 | 16 934 | 16 934 | 87 575 CHF | 87 975 CHF | 99,90% | 99,90% |
08/11/2024 | 0,57% | 5,03 CHF | 5,04 CHF | 38 000 | 38 000 | 17 466 | 17 466 | 87 634 CHF | 88 004 CHF | 99,05% | 99,05% |
07/11/2024 | 0,57% | 4,95 CHF | 4,96 CHF | 39 000 | 39 000 | 17 352 | 17 352 | 87 176 CHF | 87 546 CHF | 99,90% | 99,90% |