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 | 0,35% | 5,57 CHF | 5,59 CHF | 17 800 | 17 800 | 17 727 | 17 727 | 100 436 CHF | 100 791 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 5,91 CHF | 5,93 CHF | 17 700 | 17 700 | 17 627 | 17 627 | 103 783 CHF | 104 135 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 5,98 CHF | 6,00 CHF | 16 800 | 16 800 | 16 731 | 16 731 | 103 413 CHF | 103 747 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,55 CHF | 6,57 CHF | 17 700 | 17 700 | 17 627 | 17 627 | 108 476 CHF | 108 828 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 6,20 CHF | 6,22 CHF | 17 600 | 17 600 | 17 528 | 17 528 | 106 859 CHF | 107 209 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 6,11 CHF | 6,13 CHF | 17 100 | 17 100 | 17 030 | 17 030 | 105 576 CHF | 105 917 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 6,35 CHF | 6,37 CHF | 16 500 | 16 500 | 16 432 | 16 432 | 107 216 CHF | 107 545 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 6,68 CHF | 6,70 CHF | 16 000 | 16 000 | 15 934 | 15 934 | 106 586 CHF | 106 905 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 7,06 CHF | 7,08 CHF | 16 100 | 16 100 | 15 643 | 15 643 | 110 641 CHF | 110 954 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 7,01 CHF | 7,03 CHF | 14 800 | 14 800 | 13 568 | 13 568 | 99 149 CHF | 99 420 CHF | 100,00% | 100,00% |