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 | 0,55% | 5,10 CHF | 5,13 CHF | 40 700 | 40 700 | 40 700 | 40 700 | 220 888 CHF | 222 109 CHF | 99,88% | 99,88% |
19/11/2024 | 0,80% | 5,13 CHF | 5,17 CHF | 35 700 | 35 700 | 35 700 | 35 700 | 179 211 CHF | 180 639 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 6,38 CHF | 6,42 CHF | 35 800 | 35 800 | 35 800 | 35 800 | 225 163 CHF | 226 595 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 6,06 CHF | 6,10 CHF | 37 400 | 37 400 | 37 400 | 37 400 | 230 108 CHF | 231 604 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 5,93 CHF | 5,96 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 234 238 CHF | 235 498 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 5,03 CHF | 5,06 CHF | 41 300 | 41 300 | 41 300 | 41 300 | 218 327 CHF | 219 566 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 5,20 CHF | 5,24 CHF | 35 100 | 35 100 | 35 100 | 35 100 | 202 672 CHF | 204 076 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 6,27 CHF | 6,31 CHF | 38 800 | 38 800 | 38 800 | 38 800 | 237 867 CHF | 239 419 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 5,55 CHF | 5,59 CHF | 36 200 | 36 200 | 36 200 | 36 200 | 204 845 CHF | 206 293 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 6,19 CHF | 6,23 CHF | 36 200 | 36 200 | 36 200 | 36 200 | 231 497 CHF | 232 945 CHF | 99,67% | 99,67% |