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 | 0,18% | 5,58 CHF | 5,59 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 232 144 CHF | 232 557 CHF | 99,42% | 99,42% |
19/11/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 231 531 CHF | 231 952 CHF | 97,93% | 97,93% |
18/11/2024 | 0,17% | 5,76 CHF | 5,77 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 234 703 CHF | 235 108 CHF | 99,88% | 99,88% |
15/11/2024 | 0,17% | 5,83 CHF | 5,84 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 231 830 CHF | 232 221 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 6,05 CHF | 6,06 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 231 098 CHF | 231 488 CHF | 98,57% | 98,57% |
13/11/2024 | 0,17% | 5,80 CHF | 5,81 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 231 962 CHF | 232 360 CHF | 100,00% | 100,00% |
12/11/2024 | 0,17% | 5,73 CHF | 5,74 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 232 055 CHF | 232 453 CHF | 99,89% | 99,89% |
11/11/2024 | 0,17% | 5,84 CHF | 5,85 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 231 820 CHF | 232 220 CHF | 100,00% | 100,00% |
08/11/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 229 874 CHF | 230 276 CHF | 98,60% | 98,60% |
07/11/2024 | 0,17% | 5,75 CHF | 5,76 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 231 778 CHF | 232 176 CHF | 100,00% | 100,00% |