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 | 0,17% | 5,75 CHF | 5,76 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 239 338 CHF | 239 751 CHF | 99,43% | 99,43% |
19/11/2024 | 0,18% | 5,70 CHF | 5,71 CHF | 42 000 | 42 000 | 42 165 | 42 165 | 238 862 CHF | 239 283 CHF | 97,93% | 97,93% |
18/11/2024 | 0,17% | 5,94 CHF | 5,95 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 241 817 CHF | 242 222 CHF | 99,90% | 99,90% |
15/11/2024 | 0,16% | 6,00 CHF | 6,01 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 238 830 CHF | 239 221 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,23 CHF | 6,24 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 238 012 CHF | 238 403 CHF | 98,62% | 98,62% |
13/11/2024 | 0,17% | 5,97 CHF | 5,98 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 239 007 CHF | 239 405 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,91 CHF | 5,92 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 239 083 CHF | 239 481 CHF | 99,88% | 99,88% |
11/11/2024 | 0,17% | 6,02 CHF | 6,03 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 238 884 CHF | 239 284 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 236 982 CHF | 237 385 CHF | 98,60% | 98,60% |
07/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 238 844 CHF | 239 242 CHF | 100,00% | 100,00% |