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% | 5,70 CHF | 5,71 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 413 832 CHF | 414 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 410 506 CHF | 411 243 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 411 110 CHF | 411 847 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 74 000 | 74 000 | 73 654 | 73 654 | 412 134 CHF | 412 871 CHF | 100,00% | 100,00% |
14/11/2024 | 0,18% | 5,69 CHF | 5,70 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 409 838 CHF | 410 561 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 411 718 CHF | 412 454 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,72 CHF | 5,73 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 412 214 CHF | 412 931 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 417 919 CHF | 418 636 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 414 474 CHF | 415 191 CHF | 99,18% | 99,18% |
07/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 72 000 | 72 000 | 72 441 | 72 441 | 410 018 CHF | 410 742 CHF | 100,00% | 100,00% |