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% | 5,85 CHF | 5,87 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 326 116 CHF | 327 218 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 321 254 CHF | 322 394 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 5,71 CHF | 5,73 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 322 788 CHF | 323 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 5,70 CHF | 5,72 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 321 800 CHF | 322 922 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 5,78 CHF | 5,80 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 324 263 CHF | 325 383 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 5,83 CHF | 5,85 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 325 819 CHF | 326 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 5,85 CHF | 5,87 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 328 844 CHF | 329 945 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 6,08 CHF | 6,10 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 328 700 CHF | 329 781 CHF | 99,69% | 99,69% |
08/11/2024 | 0,34% | 5,96 CHF | 5,98 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 326 180 CHF | 327 281 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 5,95 CHF | 5,97 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 327 836 CHF | 328 937 CHF | 100,00% | 100,00% |