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 | 0,54% | 5,83 CHF | 5,84 CHF | 29 000 | 29 000 | 13 414 | 13 414 | 77 949 CHF | 78 268 CHF | 99,33% | 99,33% |
19/11/2024 | 0,54% | 5,80 CHF | 5,81 CHF | 29 000 | 29 000 | 13 398 | 13 398 | 77 612 CHF | 77 929 CHF | 99,92% | 99,92% |
18/11/2024 | 0,52% | 5,94 CHF | 5,95 CHF | 29 000 | 29 000 | 13 403 | 13 403 | 80 130 CHF | 80 449 CHF | 99,80% | 99,80% |
15/11/2024 | 0,53% | 6,01 CHF | 6,02 CHF | 29 000 | 29 000 | 13 406 | 13 406 | 79 385 CHF | 79 704 CHF | 99,72% | 99,72% |
14/11/2024 | 0,51% | 6,06 CHF | 6,07 CHF | 29 000 | 29 000 | 12 960 | 12 960 | 79 026 CHF | 79 327 CHF | 98,39% | 98,39% |
13/11/2024 | 0,52% | 6,15 CHF | 6,16 CHF | 28 000 | 28 000 | 13 339 | 13 339 | 80 584 CHF | 80 902 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 6,01 CHF | 6,02 CHF | 29 000 | 29 000 | 13 136 | 13 136 | 80 083 CHF | 80 390 CHF | 99,89% | 99,89% |
11/11/2024 | 0,52% | 6,11 CHF | 6,12 CHF | 29 000 | 29 000 | 13 145 | 13 145 | 80 021 CHF | 80 334 CHF | 99,90% | 99,90% |
08/11/2024 | 0,54% | 5,96 CHF | 5,97 CHF | 29 000 | 29 000 | 13 577 | 13 577 | 78 772 CHF | 79 091 CHF | 98,52% | 98,52% |
07/11/2024 | 0,52% | 5,80 CHF | 5,81 CHF | 30 000 | 30 000 | 13 456 | 13 456 | 79 873 CHF | 80 192 CHF | 100,00% | 100,00% |