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 | 0,33% | 5,80 CHF | 5,82 CHF | 26 500 | 26 500 | 26 500 | 26 500 | 160 170 CHF | 160 700 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 5,78 CHF | 5,80 CHF | 26 100 | 26 100 | 26 100 | 26 100 | 147 674 CHF | 148 196 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 5,92 CHF | 5,94 CHF | 25 200 | 25 200 | 25 200 | 25 200 | 149 099 CHF | 149 603 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 6,21 CHF | 6,23 CHF | 24 600 | 24 600 | 24 600 | 24 600 | 155 890 CHF | 156 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 6,46 CHF | 6,48 CHF | 25 400 | 25 400 | 25 400 | 25 400 | 162 731 CHF | 163 239 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 6,14 CHF | 6,16 CHF | 25 700 | 25 700 | 25 700 | 25 700 | 155 486 CHF | 156 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 5,99 CHF | 6,01 CHF | 23 900 | 23 900 | 23 900 | 23 900 | 153 209 CHF | 153 687 CHF | 99,85% | 99,85% |
11/11/2024 | 0,30% | 6,79 CHF | 6,81 CHF | 24 800 | 24 800 | 24 800 | 24 800 | 166 866 CHF | 167 362 CHF | 99,70% | 99,70% |
08/11/2024 | 0,32% | 6,33 CHF | 6,35 CHF | 24 600 | 24 600 | 24 600 | 24 600 | 155 915 CHF | 156 407 CHF | 98,81% | 98,81% |
07/11/2024 | 0,31% | 6,47 CHF | 6,49 CHF | 24 500 | 24 500 | 24 500 | 24 500 | 158 122 CHF | 158 612 CHF | 100,00% | 100,00% |