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 | 0,35% | 5,69 CHF | 5,71 CHF | 33 600 | 33 600 | 33 526 | 33 526 | 193 497 CHF | 194 168 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 5,73 CHF | 5,75 CHF | 31 600 | 31 600 | 31 536 | 31 536 | 183 274 CHF | 183 905 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 6,33 CHF | 6,35 CHF | 31 700 | 31 700 | 31 700 | 31 700 | 199 330 CHF | 199 964 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,10 CHF | 6,12 CHF | 30 500 | 30 500 | 30 218 | 30 218 | 189 498 CHF | 190 103 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,50 CHF | 6,52 CHF | 31 100 | 31 100 | 31 307 | 31 307 | 199 265 CHF | 199 891 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 6,12 CHF | 6,14 CHF | 31 400 | 31 400 | 31 214 | 31 214 | 191 765 CHF | 192 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 6,19 CHF | 6,21 CHF | 29 800 | 29 800 | 29 800 | 29 800 | 187 560 CHF | 188 156 CHF | 99,86% | 99,86% |
11/11/2024 | 0,30% | 6,60 CHF | 6,62 CHF | 29 500 | 29 500 | 29 285 | 29 285 | 196 437 CHF | 197 022 CHF | 99,66% | 99,66% |
08/11/2024 | 0,30% | 6,61 CHF | 6,63 CHF | 29 000 | 29 000 | 28 907 | 28 907 | 193 019 CHF | 193 597 CHF | 98,70% | 98,70% |
07/11/2024 | 0,29% | 6,79 CHF | 6,81 CHF | 28 800 | 28 800 | 28 800 | 28 800 | 198 148 CHF | 198 724 CHF | 100,00% | 100,00% |