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 | 0,45% | 5,64 CHF | 5,67 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 40 549 CHF | 40 729 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 5,66 CHF | 5,69 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 39 730 CHF | 39 916 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 5,84 CHF | 5,87 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 34 899 CHF | 35 060 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 5,94 CHF | 5,97 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 36 296 CHF | 36 455 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 6,08 CHF | 6,10 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 41 552 CHF | 41 716 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 5,66 CHF | 5,68 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 39 925 CHF | 40 090 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 5,85 CHF | 5,87 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 730 CHF | 42 898 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 5,98 CHF | 6,00 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 649 CHF | 42 815 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 5,82 CHF | 5,84 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 40 738 CHF | 40 904 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 5,96 CHF | 5,98 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 41 538 CHF | 41 697 CHF | 100,00% | 100,00% |