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% | 5,78 CHF | 5,79 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 240 401 CHF | 240 814 CHF | 99,42% | 99,42% |
19/11/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 239 955 CHF | 240 377 CHF | 97,93% | 97,93% |
18/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 242 815 CHF | 243 220 CHF | 99,88% | 99,88% |
15/11/2024 | 0,16% | 6,03 CHF | 6,04 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 239 667 CHF | 240 057 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 6,25 CHF | 6,26 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 238 858 CHF | 239 249 CHF | 98,60% | 98,60% |
13/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 239 881 CHF | 240 279 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 239 945 CHF | 240 343 CHF | 99,89% | 99,89% |
11/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 239 834 CHF | 240 234 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,92 CHF | 5,93 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 237 894 CHF | 238 297 CHF | 98,60% | 98,60% |
07/11/2024 | 0,17% | 5,95 CHF | 5,96 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 239 726 CHF | 240 123 CHF | 100,00% | 100,00% |