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 | 0,16% | 6,23 CHF | 6,24 CHF | 29 000 | 29 000 | 28 728 | 28 728 | 180 148 CHF | 180 435 CHF | 100,00% | 100,00% |
19/11/2024 | 0,16% | 6,16 CHF | 6,17 CHF | 29 000 | 29 000 | 28 725 | 28 725 | 178 318 CHF | 178 606 CHF | 98,92% | 98,92% |
18/11/2024 | 0,17% | 6,12 CHF | 6,13 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 179 189 CHF | 179 486 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 30 000 | 30 000 | 30 039 | 30 039 | 174 683 CHF | 174 984 CHF | 72,18% | 72,18% |
14/11/2024 | 0,18% | 5,78 CHF | 5,79 CHF | 30 000 | 30 000 | 30 483 | 30 483 | 172 213 CHF | 172 518 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 30 000 | 30 000 | 30 479 | 30 479 | 174 901 CHF | 175 206 CHF | 99,35% | 99,35% |
12/11/2024 | 0,17% | 5,68 CHF | 5,69 CHF | 31 000 | 31 000 | 29 863 | 29 863 | 173 015 CHF | 173 314 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 177 793 CHF | 178 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 169 756 CHF | 170 063 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 31 000 | 31 000 | 30 709 | 30 709 | 173 274 CHF | 173 581 CHF | 100,00% | 100,00% |