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 | 0,27% | 5,57 CHF | 5,59 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 58 783 CHF | 58 941 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 5,82 CHF | 5,83 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 59 265 CHF | 59 425 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 5,98 CHF | 6,00 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 57 284 CHF | 57 450 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 6,46 CHF | 6,48 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 69 248 CHF | 69 451 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 7,97 CHF | 7,99 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 76 932 CHF | 77 096 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 6,16 CHF | 6,18 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 895 CHF | 62 057 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 6,43 CHF | 6,44 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 789 CHF | 65 951 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 6,40 CHF | 6,42 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 64 348 CHF | 64 504 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 6,01 CHF | 6,02 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 61 059 CHF | 61 219 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 6,18 CHF | 6,19 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 60 704 CHF | 60 853 CHF | 100,00% | 100,00% |