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 | 0,35% | 6,02 CHF | 6,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 146 583 CHF | 147 102 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 5,94 CHF | 5,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 147 650 CHF | 148 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 5,70 CHF | 5,72 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 168 990 CHF | 169 554 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 5,52 CHF | 5,53 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 162 734 CHF | 163 237 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 4,99 CHF | 5,00 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 177 305 CHF | 177 872 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 4,94 CHF | 4,95 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 146 024 CHF | 146 521 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 4,96 CHF | 4,97 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 171 709 CHF | 172 268 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 4,71 CHF | 4,72 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 164 897 CHF | 165 469 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 4,93 CHF | 4,95 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 170 282 CHF | 170 834 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 4,68 CHF | 4,70 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 165 104 CHF | 165 675 CHF | 100,00% | 100,00% |