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 | 0,40% | 5,80 CHF | 5,83 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 47 982 CHF | 48 174 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 5,84 CHF | 5,86 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 40 217 CHF | 40 393 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 6,24 CHF | 6,26 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 49 292 CHF | 49 488 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 5,93 CHF | 5,96 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 47 955 CHF | 48 142 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 5,70 CHF | 5,72 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 43 212 CHF | 43 386 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 5,12 CHF | 5,15 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 43 412 CHF | 43 600 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 5,76 CHF | 5,79 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 867 CHF | 43 049 CHF | 100,00% | 100,00% |
11/11/2024 | 0,38% | 6,46 CHF | 6,49 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 45 282 CHF | 45 457 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 6,08 CHF | 6,10 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 42 923 CHF | 43 098 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 6,30 CHF | 6,33 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 47 048 CHF | 47 236 CHF | 100,00% | 100,00% |