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% | 5,66 CHF | 5,68 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 315 221 CHF | 316 323 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 5,47 CHF | 5,49 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 309 828 CHF | 310 967 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 5,51 CHF | 5,53 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 311 401 CHF | 312 538 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 5,50 CHF | 5,52 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 310 604 CHF | 311 726 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 5,58 CHF | 5,60 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 313 114 CHF | 314 234 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 5,64 CHF | 5,66 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 314 774 CHF | 315 887 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,65 CHF | 5,67 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 317 976 CHF | 319 077 CHF | 99,87% | 99,87% |
11/11/2024 | 0,34% | 5,89 CHF | 5,91 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 318 082 CHF | 319 162 CHF | 99,73% | 99,73% |
08/11/2024 | 0,35% | 5,77 CHF | 5,79 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 315 283 CHF | 316 384 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 5,75 CHF | 5,77 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 316 940 CHF | 318 040 CHF | 100,00% | 100,00% |