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 | 0,34% | 5,89 CHF | 5,91 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 327 993 CHF | 329 095 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,70 CHF | 5,72 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 323 053 CHF | 324 192 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 5,74 CHF | 5,76 CHF | 56 000 | 56 000 | 56 882 | 56 882 | 324 596 CHF | 325 734 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 5,73 CHF | 5,75 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 323 630 CHF | 324 752 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 5,81 CHF | 5,83 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 326 103 CHF | 327 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 5,87 CHF | 5,89 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 327 688 CHF | 328 801 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 5,88 CHF | 5,90 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 330 751 CHF | 331 853 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 6,12 CHF | 6,14 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 330 619 CHF | 331 700 CHF | 99,71% | 99,71% |
08/11/2024 | 0,33% | 6,00 CHF | 6,02 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 328 058 CHF | 329 159 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 5,98 CHF | 6,00 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 329 700 CHF | 330 801 CHF | 100,00% | 100,00% |