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% | 5,60 CHF | 5,62 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 311 906 CHF | 313 009 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,41 CHF | 5,43 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 306 565 CHF | 307 704 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 5,45 CHF | 5,47 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 308 117 CHF | 309 255 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 5,44 CHF | 5,46 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 307 331 CHF | 308 453 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 5,52 CHF | 5,54 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 309 817 CHF | 310 937 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 5,58 CHF | 5,60 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 311 462 CHF | 312 575 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,59 CHF | 5,61 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 314 647 CHF | 315 749 CHF | 99,85% | 99,85% |
11/11/2024 | 0,34% | 5,82 CHF | 5,84 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 314 758 CHF | 315 838 CHF | 99,69% | 99,69% |
08/11/2024 | 0,35% | 5,71 CHF | 5,73 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 312 004 CHF | 313 104 CHF | 98,83% | 98,83% |
07/11/2024 | 0,35% | 5,69 CHF | 5,71 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 313 626 CHF | 314 727 CHF | 100,00% | 100,00% |