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 | 0,52% | 5,79 CHF | 5,82 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 102 970 CHF | 103 505 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 5,76 CHF | 5,79 CHF | 18 000 | 18 000 | 17 829 | 17 829 | 101 839 CHF | 102 374 CHF | 98,89% | 98,89% |
18/11/2024 | 0,55% | 5,54 CHF | 5,57 CHF | 18 000 | 18 000 | 18 092 | 18 092 | 99 673 CHF | 100 216 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 5,45 CHF | 5,48 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 101 707 CHF | 102 262 CHF | 72,10% | 72,10% |
14/11/2024 | 0,53% | 5,75 CHF | 5,78 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 101 538 CHF | 102 074 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 5,63 CHF | 5,66 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 100 854 CHF | 101 390 CHF | 99,27% | 99,27% |
12/11/2024 | 0,51% | 5,91 CHF | 5,94 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 104 562 CHF | 105 087 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 6,15 CHF | 6,18 CHF | 17 500 | 17 500 | 17 337 | 17 337 | 107 079 CHF | 107 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 5,94 CHF | 5,97 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 106 049 CHF | 106 582 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 5,96 CHF | 5,99 CHF | 18 000 | 18 000 | 17 709 | 17 709 | 106 863 CHF | 107 395 CHF | 100,00% | 100,00% |