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 | 0,36% | 5,42 CHF | 5,44 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 302 046 CHF | 303 148 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 5,23 CHF | 5,25 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 296 280 CHF | 297 419 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 5,27 CHF | 5,29 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 297 809 CHF | 298 946 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 5,26 CHF | 5,28 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 297 260 CHF | 298 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 5,34 CHF | 5,36 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 299 730 CHF | 300 850 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 5,40 CHF | 5,42 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 301 518 CHF | 302 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 5,41 CHF | 5,43 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 304 863 CHF | 305 965 CHF | 99,85% | 99,85% |
11/11/2024 | 0,35% | 5,65 CHF | 5,67 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 305 232 CHF | 306 313 CHF | 99,64% | 99,64% |
08/11/2024 | 0,36% | 5,53 CHF | 5,55 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 302 228 CHF | 303 329 CHF | 98,68% | 98,68% |
07/11/2024 | 0,36% | 5,51 CHF | 5,53 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 303 840 CHF | 304 940 CHF | 100,00% | 100,00% |