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 | 0,33% | 5,84 CHF | 5,85 CHF | 23 760 | 23 760 | 15 943 | 15 943 | 93 000 CHF | 93 282 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,62 CHF | 5,63 CHF | 24 530 | 24 530 | 16 590 | 16 590 | 91 905 CHF | 92 199 CHF | 99,09% | 99,09% |
18/11/2024 | 0,36% | 5,53 CHF | 5,54 CHF | 24 860 | 24 860 | 17 007 | 17 007 | 91 202 CHF | 91 503 CHF | 99,99% | 99,99% |
15/11/2024 | 0,36% | 5,35 CHF | 5,36 CHF | 25 480 | 25 480 | 16 748 | 16 748 | 90 871 CHF | 91 177 CHF | 71,94% | 71,94% |
14/11/2024 | 0,35% | 5,51 CHF | 5,52 CHF | 24 990 | 24 990 | 16 729 | 16 729 | 91 831 CHF | 92 127 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 5,42 CHF | 5,43 CHF | 25 220 | 25 220 | 17 066 | 17 066 | 91 438 CHF | 91 740 CHF | 99,93% | 99,93% |
12/11/2024 | 0,37% | 5,23 CHF | 5,24 CHF | 25 940 | 25 940 | 17 422 | 17 422 | 90 682 CHF | 90 991 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 5,17 CHF | 5,18 CHF | 26 210 | 26 210 | 17 711 | 17 711 | 90 444 CHF | 90 758 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 5,02 CHF | 5,03 CHF | 26 880 | 26 880 | 17 942 | 17 942 | 90 574 CHF | 90 891 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 5,00 CHF | 5,01 CHF | 27 060 | 27 060 | 18 287 | 18 287 | 90 307 CHF | 90 630 CHF | 100,00% | 100,00% |