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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,17% | 6,01 CHF | 6,02 CHF | 72 000 | 72 000 | 71 573 | 71 573 | 428 160 CHF | 428 876 CHF | 100,00% | 100,00% |
20/11/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 72 000 | 72 000 | 71 812 | 71 812 | 421 340 CHF | 422 058 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 418 191 CHF | 418 927 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 74 000 | 74 000 | 73 695 | 73 695 | 418 841 CHF | 419 578 CHF | 100,00% | 100,00% |
15/11/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 74 000 | 74 000 | 73 655 | 73 655 | 419 878 CHF | 420 615 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,79 CHF | 5,80 CHF | 72 000 | 72 000 | 72 312 | 72 312 | 417 434 CHF | 418 157 CHF | 100,00% | 100,00% |
13/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 74 000 | 74 000 | 73 563 | 73 563 | 419 423 CHF | 420 158 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 419 701 CHF | 420 418 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,87 CHF | 5,88 CHF | 72 000 | 72 000 | 71 703 | 71 703 | 425 423 CHF | 426 140 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 5,88 CHF | 5,89 CHF | 72 000 | 72 000 | 71 700 | 71 700 | 421 974 CHF | 422 691 CHF | 99,18% | 99,18% |