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% | 5,30 CHF | 5,32 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 295 804 CHF | 296 906 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 5,12 CHF | 5,14 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 289 834 CHF | 290 973 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 5,16 CHF | 5,18 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 291 373 CHF | 292 510 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 5,14 CHF | 5,16 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 290 911 CHF | 292 033 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 5,23 CHF | 5,25 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 293 400 CHF | 294 520 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 5,28 CHF | 5,30 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 295 227 CHF | 296 340 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 5,30 CHF | 5,32 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 298 643 CHF | 299 744 CHF | 99,86% | 99,86% |
11/11/2024 | 0,36% | 5,54 CHF | 5,56 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 299 120 CHF | 300 201 CHF | 99,66% | 99,66% |
08/11/2024 | 0,37% | 5,41 CHF | 5,43 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 295 998 CHF | 297 099 CHF | 98,75% | 98,75% |
07/11/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 297 682 CHF | 298 782 CHF | 100,00% | 100,00% |