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 | 0,36% | 5,54 CHF | 5,56 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 308 977 CHF | 310 079 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,36 CHF | 5,38 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 303 447 CHF | 304 587 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 304 976 CHF | 306 114 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 5,38 CHF | 5,40 CHF | 57 000 | 57 000 | 56 104 | 56 104 | 304 320 CHF | 305 442 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 5,46 CHF | 5,48 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 306 772 CHF | 307 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 5,52 CHF | 5,54 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 308 526 CHF | 309 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,53 CHF | 5,55 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 311 742 CHF | 312 844 CHF | 99,88% | 99,88% |
11/11/2024 | 0,35% | 5,77 CHF | 5,79 CHF | 54 000 | 54 000 | 54 015 | 54 015 | 312 038 CHF | 313 118 CHF | 99,71% | 99,71% |
08/11/2024 | 0,36% | 5,65 CHF | 5,67 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 309 125 CHF | 310 226 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 5,64 CHF | 5,66 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 310 804 CHF | 311 905 CHF | 100,00% | 100,00% |