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 | 0,37% | 5,36 CHF | 5,38 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 299 112 CHF | 300 215 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 5,18 CHF | 5,20 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 293 405 CHF | 294 544 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 5,22 CHF | 5,24 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 294 918 CHF | 296 056 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 5,21 CHF | 5,23 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 294 375 CHF | 295 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 5,29 CHF | 5,31 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 296 880 CHF | 298 000 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 5,35 CHF | 5,37 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 298 606 CHF | 299 719 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 5,36 CHF | 5,38 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 301 915 CHF | 303 017 CHF | 99,85% | 99,85% |
11/11/2024 | 0,36% | 5,59 CHF | 5,61 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 302 276 CHF | 303 357 CHF | 99,69% | 99,69% |
08/11/2024 | 0,37% | 5,47 CHF | 5,49 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 299 289 CHF | 300 390 CHF | 98,83% | 98,83% |
07/11/2024 | 0,37% | 5,46 CHF | 5,48 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 300 926 CHF | 302 027 CHF | 100,00% | 100,00% |