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 | 0,17% | 5,91 CHF | 5,92 CHF | 42 000 | 42 000 | 41 313 | 41 313 | 246 483 CHF | 246 896 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 42 000 | 42 000 | 41 662 | 41 662 | 246 783 CHF | 247 200 CHF | 98,91% | 98,91% |
18/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 42 000 | 42 000 | 41 725 | 41 725 | 246 696 CHF | 247 114 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 42 000 | 42 000 | 42 445 | 42 445 | 248 913 CHF | 249 337 CHF | 72,09% | 72,09% |
14/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 42 500 | 42 500 | 42 800 | 42 800 | 247 075 CHF | 247 503 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 43 500 | 43 500 | 43 451 | 43 451 | 247 036 CHF | 247 471 CHF | 99,57% | 99,57% |
12/11/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 44 500 | 44 500 | 43 480 | 43 480 | 246 959 CHF | 247 394 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 43 000 | 43 000 | 42 620 | 42 620 | 246 335 CHF | 246 762 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 44 000 | 44 000 | 43 548 | 43 548 | 246 564 CHF | 247 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,17% | 5,76 CHF | 5,77 CHF | 43 000 | 43 000 | 42 653 | 42 653 | 246 665 CHF | 247 092 CHF | 100,00% | 100,00% |