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 | 0,33% | 6,01 CHF | 6,03 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 334 939 CHF | 336 041 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 5,83 CHF | 5,85 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 330 220 CHF | 331 359 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 5,87 CHF | 5,89 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 331 759 CHF | 332 896 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 5,85 CHF | 5,87 CHF | 57 000 | 57 000 | 56 104 | 56 104 | 330 689 CHF | 331 811 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 5,94 CHF | 5,96 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 333 160 CHF | 334 280 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 5,99 CHF | 6,01 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 334 696 CHF | 335 810 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 6,01 CHF | 6,03 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 337 685 CHF | 338 787 CHF | 99,85% | 99,85% |
11/11/2024 | 0,32% | 6,24 CHF | 6,26 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 337 425 CHF | 338 505 CHF | 99,70% | 99,70% |
08/11/2024 | 0,33% | 6,12 CHF | 6,14 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 334 973 CHF | 336 074 CHF | 98,83% | 98,83% |
07/11/2024 | 0,33% | 6,11 CHF | 6,13 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 336 665 CHF | 337 766 CHF | 100,00% | 100,00% |