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 | 0,17% | 6,02 CHF | 6,03 CHF | 29 000 | 29 000 | 28 728 | 28 728 | 173 964 CHF | 174 252 CHF | 100,00% | 100,00% |
19/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 29 000 | 29 000 | 28 725 | 28 725 | 172 145 CHF | 172 432 CHF | 98,93% | 98,93% |
18/11/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 172 715 CHF | 173 012 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 30 000 | 30 000 | 30 032 | 30 032 | 168 093 CHF | 168 393 CHF | 72,20% | 72,20% |
14/11/2024 | 0,19% | 5,56 CHF | 5,57 CHF | 30 000 | 30 000 | 30 478 | 30 478 | 165 635 CHF | 165 940 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,54 CHF | 5,55 CHF | 30 000 | 30 000 | 30 503 | 30 503 | 168 439 CHF | 168 745 CHF | 99,33% | 99,33% |
12/11/2024 | 0,18% | 5,46 CHF | 5,47 CHF | 31 000 | 31 000 | 29 862 | 29 862 | 166 588 CHF | 166 887 CHF | 100,00% | 100,00% |
11/11/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 171 408 CHF | 171 706 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 163 138 CHF | 163 446 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,43 CHF | 5,44 CHF | 31 000 | 31 000 | 30 710 | 30 710 | 166 669 CHF | 166 976 CHF | 100,00% | 100,00% |