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 | 0,38% | 5,20 CHF | 5,22 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 290 122 CHF | 291 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 5,02 CHF | 5,04 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 284 110 CHF | 285 249 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 5,06 CHF | 5,08 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 285 648 CHF | 286 786 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 5,04 CHF | 5,06 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 285 217 CHF | 286 339 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 5,13 CHF | 5,15 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 287 744 CHF | 288 864 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 5,18 CHF | 5,20 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 289 512 CHF | 290 625 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 5,19 CHF | 5,21 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 292 929 CHF | 294 030 CHF | 99,85% | 99,85% |
11/11/2024 | 0,37% | 5,43 CHF | 5,45 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 293 477 CHF | 294 558 CHF | 99,64% | 99,64% |
08/11/2024 | 0,38% | 5,31 CHF | 5,33 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 290 350 CHF | 291 450 CHF | 98,70% | 98,70% |
07/11/2024 | 0,38% | 5,30 CHF | 5,32 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 292 008 CHF | 293 109 CHF | 100,00% | 100,00% |