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 | 0,28% | 5,93 CHF | 5,94 CHF | 41 000 | 41 000 | 22 316 | 22 316 | 138 776 CHF | 139 134 CHF | 99,77% | 99,77% |
19/11/2024 | 0,31% | 6,16 CHF | 6,17 CHF | 42 900 | 42 900 | 23 706 | 23 706 | 140 606 CHF | 140 987 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 5,92 CHF | 5,93 CHF | 45 000 | 45 000 | 24 923 | 24 923 | 144 206 CHF | 144 607 CHF | 99,90% | 99,90% |
15/11/2024 | 0,30% | 5,55 CHF | 5,56 CHF | 42 900 | 42 900 | 23 303 | 23 303 | 137 771 CHF | 138 145 CHF | 99,40% | 99,40% |
14/11/2024 | 0,36% | 6,15 CHF | 6,16 CHF | 40 000 | 40 000 | 20 862 | 20 862 | 135 559 CHF | 135 981 CHF | 99,66% | 99,66% |
13/11/2024 | 0,34% | 6,65 CHF | 6,66 CHF | 37 500 | 37 500 | 20 367 | 20 367 | 138 868 CHF | 139 272 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 6,73 CHF | 6,74 CHF | 38 300 | 38 300 | 20 852 | 20 852 | 141 155 CHF | 141 570 CHF | 99,90% | 99,90% |
11/11/2024 | 0,36% | 6,70 CHF | 6,71 CHF | 39 600 | 39 600 | 21 765 | 21 765 | 143 701 CHF | 144 134 CHF | 99,90% | 99,90% |
08/11/2024 | 0,35% | 6,51 CHF | 6,52 CHF | 38 000 | 38 000 | 20 928 | 20 928 | 139 131 CHF | 139 545 CHF | 99,08% | 99,08% |
07/11/2024 | 0,28% | 6,58 CHF | 6,59 CHF | 40 400 | 40 400 | 22 595 | 22 595 | 145 610 CHF | 145 973 CHF | 99,69% | 99,69% |