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 | 0,55% | 5,30 CHF | 5,33 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 145 898 CHF | 146 708 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 5,36 CHF | 5,39 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 143 129 CHF | 143 939 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 5,33 CHF | 5,36 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 143 315 CHF | 144 125 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 5,35 CHF | 5,38 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 146 378 CHF | 147 188 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 5,60 CHF | 5,63 CHF | 27 000 | 27 000 | 26 988 | 26 988 | 147 770 CHF | 148 580 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 5,28 CHF | 5,31 CHF | 27 000 | 27 000 | 27 105 | 27 105 | 142 590 CHF | 143 404 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 5,34 CHF | 5,37 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 146 746 CHF | 147 556 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 5,69 CHF | 5,72 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 148 765 CHF | 149 545 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 5,59 CHF | 5,62 CHF | 27 000 | 27 000 | 26 364 | 26 364 | 148 812 CHF | 149 603 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 5,82 CHF | 5,85 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 153 314 CHF | 154 094 CHF | 100,00% | 100,00% |