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 | 0,52% | 5,52 CHF | 5,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 84 134 CHF | 84 571 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 5,61 CHF | 5,64 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 046 CHF | 55 342 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 5,66 CHF | 5,69 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 55 834 CHF | 56 141 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 5,85 CHF | 5,88 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 785 CHF | 60 119 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 6,63 CHF | 6,67 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 63 303 CHF | 63 639 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 6,11 CHF | 6,14 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 994 CHF | 61 343 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 6,38 CHF | 6,41 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 452 CHF | 65 823 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 6,85 CHF | 6,88 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 69 080 CHF | 69 447 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 6,77 CHF | 6,80 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 68 621 CHF | 68 991 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 6,79 CHF | 6,82 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 71 125 CHF | 71 518 CHF | 100,00% | 100,00% |