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% | 5,28 CHF | 5,30 CHF | 44 500 | 44 500 | 44 802 | 44 802 | 243 977 CHF | 244 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,44 CHF | 5,46 CHF | 45 000 | 45 000 | 43 977 | 43 977 | 236 757 CHF | 237 637 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 5,59 CHF | 5,61 CHF | 43 300 | 43 300 | 42 516 | 42 516 | 238 015 CHF | 238 865 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 5,60 CHF | 5,62 CHF | 42 000 | 42 000 | 42 601 | 42 601 | 244 539 CHF | 245 391 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 43 000 | 43 000 | 42 880 | 42 880 | 241 766 CHF | 242 624 CHF | 99,91% | 99,91% |
13/11/2024 | 0,35% | 5,48 CHF | 5,50 CHF | 42 800 | 42 800 | 43 464 | 43 464 | 246 281 CHF | 247 150 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 5,59 CHF | 5,61 CHF | 43 900 | 43 900 | 43 418 | 43 418 | 243 594 CHF | 244 462 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 5,68 CHF | 5,70 CHF | 43 100 | 43 100 | 42 497 | 42 497 | 242 498 CHF | 243 348 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 5,74 CHF | 5,76 CHF | 42 100 | 42 100 | 41 075 | 41 075 | 239 396 CHF | 240 217 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 6,02 CHF | 6,04 CHF | 40 400 | 40 400 | 41 902 | 41 902 | 255 636 CHF | 256 474 CHF | 100,00% | 100,00% |