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 | 0,35% | 5,66 CHF | 5,68 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 315 511 CHF | 316 613 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,48 CHF | 5,50 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 310 476 CHF | 311 615 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 5,52 CHF | 5,54 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 311 999 CHF | 313 137 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 5,51 CHF | 5,53 CHF | 57 000 | 57 000 | 56 104 | 56 104 | 311 126 CHF | 312 248 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 5,59 CHF | 5,61 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 313 574 CHF | 314 694 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 5,64 CHF | 5,66 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 315 158 CHF | 316 271 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,65 CHF | 5,67 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 318 215 CHF | 319 317 CHF | 99,85% | 99,85% |
11/11/2024 | 0,34% | 5,89 CHF | 5,91 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 318 224 CHF | 319 304 CHF | 99,65% | 99,65% |
08/11/2024 | 0,35% | 5,77 CHF | 5,79 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 315 642 CHF | 316 743 CHF | 98,72% | 98,72% |
07/11/2024 | 0,35% | 5,76 CHF | 5,78 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 317 234 CHF | 318 334 CHF | 100,00% | 100,00% |