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 | 0,52% | 5,82 CHF | 5,85 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 154 456 CHF | 155 266 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 5,77 CHF | 5,80 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 157 299 CHF | 158 109 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 5,80 CHF | 5,83 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 157 135 CHF | 157 945 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 5,79 CHF | 5,82 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 154 301 CHF | 155 111 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 5,54 CHF | 5,57 CHF | 27 000 | 27 000 | 26 988 | 26 988 | 152 891 CHF | 153 701 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 5,86 CHF | 5,89 CHF | 27 000 | 27 000 | 27 105 | 27 105 | 159 382 CHF | 160 195 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 5,80 CHF | 5,83 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 154 176 CHF | 154 986 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 5,47 CHF | 5,50 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 141 170 CHF | 141 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 5,57 CHF | 5,60 CHF | 27 000 | 27 000 | 26 364 | 26 364 | 145 341 CHF | 146 132 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 5,34 CHF | 5,37 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 136 936 CHF | 137 716 CHF | 100,00% | 100,00% |