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 | 0,34% | 5,78 CHF | 5,80 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 321 883 CHF | 322 985 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 5,59 CHF | 5,61 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 316 786 CHF | 317 926 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 5,63 CHF | 5,65 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 318 285 CHF | 319 423 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 5,62 CHF | 5,64 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 317 458 CHF | 318 580 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 5,70 CHF | 5,72 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 319 890 CHF | 321 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 5,76 CHF | 5,78 CHF | 56 000 | 56 000 | 55 681 | 55 681 | 321 564 CHF | 322 678 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 5,77 CHF | 5,79 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 324 642 CHF | 325 744 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 6,01 CHF | 6,03 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 324 679 CHF | 325 760 CHF | 99,67% | 99,67% |
08/11/2024 | 0,34% | 5,89 CHF | 5,91 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 321 978 CHF | 323 079 CHF | 98,77% | 98,77% |
07/11/2024 | 0,34% | 5,87 CHF | 5,89 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 323 648 CHF | 324 748 CHF | 100,00% | 100,00% |