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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,34% | 5,92 CHF | 5,94 CHF | 55 000 | 55 000 | 54 958 | 54 958 | 326 986 CHF | 328 086 CHF | 100,00% | 100,00% |
22/11/2024 | 0,34% | 5,95 CHF | 5,97 CHF | 55 000 | 55 000 | 55 224 | 55 224 | 327 463 CHF | 328 568 CHF | 100,00% | 100,00% |
20/11/2024 | 0,34% | 5,88 CHF | 5,90 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 327 587 CHF | 328 690 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,70 CHF | 5,72 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 323 008 CHF | 324 147 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 5,74 CHF | 5,76 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 324 456 CHF | 325 593 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 323 468 CHF | 324 590 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 5,81 CHF | 5,83 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 325 834 CHF | 326 954 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 5,86 CHF | 5,88 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 327 408 CHF | 328 522 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 5,87 CHF | 5,89 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 330 288 CHF | 331 390 CHF | 99,86% | 99,86% |
11/11/2024 | 0,33% | 6,11 CHF | 6,13 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 330 107 CHF | 331 187 CHF | 99,66% | 99,66% |