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% | 5,71 CHF | 5,72 CHF | 29 600 | 29 600 | 29 217 | 29 217 | 159 495 CHF | 159 787 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 30 400 | 30 400 | 30 330 | 30 330 | 164 038 CHF | 164 341 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 5,38 CHF | 5,39 CHF | 31 500 | 31 500 | 31 850 | 31 850 | 178 251 CHF | 178 570 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 5,05 CHF | 5,06 CHF | 39 700 | 39 700 | 39 188 | 39 188 | 189 153 CHF | 189 545 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,30 CHF | 4,31 CHF | 25 700 | 25 700 | 25 890 | 25 890 | 117 875 CHF | 118 134 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 28 200 | 28 200 | 28 025 | 28 025 | 167 087 CHF | 167 367 CHF | 100,00% | 100,00% |
12/11/2024 | 0,18% | 5,74 CHF | 5,75 CHF | 27 200 | 27 200 | 26 730 | 26 730 | 149 530 CHF | 149 798 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 5,76 CHF | 5,77 CHF | 26 000 | 26 000 | 25 872 | 25 872 | 148 475 CHF | 148 734 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,18 CHF | 6,19 CHF | 26 900 | 26 900 | 26 837 | 26 837 | 163 702 CHF | 163 970 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,08 CHF | 6,09 CHF | 23 700 | 23 700 | 23 890 | 23 890 | 148 388 CHF | 148 627 CHF | 100,00% | 100,00% |