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 | 0,32% | 6,22 CHF | 6,24 CHF | 12 700 | 12 700 | 12 700 | 12 700 | 80 011 CHF | 80 265 CHF | 99,48% | 99,48% |
19/11/2024 | 0,32% | 6,09 CHF | 6,11 CHF | 12 800 | 12 800 | 12 800 | 12 800 | 79 056 CHF | 79 312 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 6,00 CHF | 6,02 CHF | 13 600 | 13 600 | 13 600 | 13 600 | 79 410 CHF | 79 682 CHF | 99,89% | 99,89% |
15/11/2024 | 0,37% | 5,51 CHF | 5,53 CHF | 14 500 | 14 500 | 14 500 | 14 500 | 78 932 CHF | 79 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 5,39 CHF | 5,41 CHF | 14 800 | 14 800 | 14 800 | 14 800 | 76 355 CHF | 76 651 CHF | 98,52% | 98,52% |
13/11/2024 | 0,38% | 5,34 CHF | 5,36 CHF | 14 800 | 14 800 | 14 800 | 14 800 | 78 606 CHF | 78 902 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 5,20 CHF | 5,22 CHF | 14 000 | 14 000 | 14 000 | 14 000 | 75 810 CHF | 76 090 CHF | 99,88% | 99,88% |
11/11/2024 | 0,35% | 5,66 CHF | 5,68 CHF | 14 800 | 14 800 | 14 801 | 14 801 | 85 152 CHF | 85 448 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 4,99 CHF | 5,01 CHF | 14 800 | 14 800 | 14 800 | 14 800 | 73 860 CHF | 74 156 CHF | 98,30% | 98,30% |
07/11/2024 | 0,38% | 5,20 CHF | 5,22 CHF | 17 800 | 17 800 | 17 800 | 17 800 | 92 462 CHF | 92 818 CHF | 100,00% | 100,00% |