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 | 0.23% | 4.41 CHF | 4.42 CHF | 17'100 | 17'100 | 17'030 | 17'030 | 75'617 CHF | 75'787 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 17'000 | 17'000 | 16'930 | 16'930 | 76'203 CHF | 76'373 CHF | 99.84% | 99.84% |
18.11.2024 | 0.21% | 4.58 CHF | 4.59 CHF | 15'800 | 15'800 | 15'627 | 15'627 | 76'012 CHF | 76'168 CHF | 100.00% | 100.00% |
15.11.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 14'100 | 14'100 | 13'989 | 13'989 | 73'828 CHF | 73'968 CHF | 100.00% | 100.00% |
14.11.2024 | 0.17% | 5.57 CHF | 5.58 CHF | 12'600 | 12'600 | 12'441 | 12'441 | 72'372 CHF | 72'496 CHF | 99.45% | 99.45% |
13.11.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 12'200 | 12'200 | 12'150 | 12'150 | 75'348 CHF | 75'469 CHF | 100.00% | 100.00% |
12.11.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 11'800 | 11'800 | 11'751 | 11'751 | 74'718 CHF | 74'835 CHF | 99.86% | 99.86% |
11.11.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 12'200 | 12'200 | 12'150 | 12'150 | 80'177 CHF | 80'298 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 6.32 CHF | 6.33 CHF | 12'000 | 12'000 | 11'950 | 11'950 | 77'702 CHF | 77'822 CHF | 98.89% | 98.89% |
07.11.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 12'500 | 12'500 | 12'448 | 12'448 | 82'293 CHF | 82'418 CHF | 100.00% | 100.00% |