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% | 5,49 CHF | 5,51 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 305 892 CHF | 306 995 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 5,30 CHF | 5,32 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 300 407 CHF | 301 546 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 5,34 CHF | 5,36 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 301 932 CHF | 303 069 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 5,33 CHF | 5,35 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 301 269 CHF | 302 391 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 5,41 CHF | 5,43 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 303 772 CHF | 304 892 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 5,47 CHF | 5,49 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 305 454 CHF | 306 568 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 5,48 CHF | 5,50 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 308 690 CHF | 309 792 CHF | 99,85% | 99,85% |
11/11/2024 | 0,35% | 5,72 CHF | 5,74 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 308 920 CHF | 310 001 CHF | 99,68% | 99,68% |
08/11/2024 | 0,36% | 5,60 CHF | 5,62 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 306 042 CHF | 307 142 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 5,58 CHF | 5,60 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 307 672 CHF | 308 773 CHF | 100,00% | 100,00% |