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% | 5,69 CHF | 5,73 CHF | 48 000 | 48 000 | 48 275 | 48 275 | 275 057 CHF | 276 988 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 5,61 CHF | 5,65 CHF | 49 000 | 49 000 | 49 081 | 49 081 | 271 825 CHF | 273 788 CHF | 99,87% | 99,87% |
18/11/2024 | 0,72% | 5,54 CHF | 5,58 CHF | 49 000 | 49 000 | 49 120 | 49 120 | 272 420 CHF | 274 385 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 5,58 CHF | 5,62 CHF | 49 000 | 49 000 | 47 405 | 47 405 | 282 190 CHF | 284 086 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 6,50 CHF | 6,54 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 291 346 CHF | 293 146 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 6,48 CHF | 6,52 CHF | 45 000 | 45 000 | 45 469 | 45 469 | 290 754 CHF | 292 573 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 6,55 CHF | 6,59 CHF | 45 000 | 45 000 | 44 940 | 44 940 | 293 055 CHF | 294 853 CHF | 99,89% | 99,89% |
11/11/2024 | 0,62% | 6,43 CHF | 6,47 CHF | 45 000 | 45 000 | 45 079 | 45 079 | 290 952 CHF | 292 755 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 6,34 CHF | 6,38 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 289 169 CHF | 291 009 CHF | 98,93% | 98,93% |
07/11/2024 | 0,64% | 6,30 CHF | 6,34 CHF | 46 000 | 46 000 | 46 282 | 46 282 | 287 718 CHF | 289 569 CHF | 100,00% | 100,00% |