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 | 0.93% | 5.03 CHF | 5.07 CHF | 7'600 | 7'600 | 7'512 | 7'512 | 38'988 CHF | 39'353 CHF | 99.43% | 99.43% |
19.11.2024 | 0.96% | 5.21 CHF | 5.26 CHF | 7'500 | 7'500 | 7'501 | 7'501 | 39'059 CHF | 39'434 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 5.16 CHF | 5.20 CHF | 7'700 | 7'700 | 7'737 | 7'737 | 39'510 CHF | 39'820 CHF | 99.88% | 99.88% |
15.11.2024 | 0.80% | 4.94 CHF | 4.98 CHF | 7'700 | 7'700 | 7'700 | 7'700 | 38'110 CHF | 38'418 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 5.11 CHF | 5.15 CHF | 7'800 | 7'800 | 7'898 | 7'898 | 39'521 CHF | 39'837 CHF | 98.57% | 98.57% |
13.11.2024 | 0.84% | 4.95 CHF | 4.99 CHF | 7'600 | 7'600 | 7'611 | 7'611 | 37'696 CHF | 38'014 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 5.23 CHF | 5.28 CHF | 7'200 | 7'200 | 7'200 | 7'200 | 38'005 CHF | 38'365 CHF | 99.88% | 99.88% |
11.11.2024 | 0.89% | 5.58 CHF | 5.63 CHF | 7'100 | 7'100 | 7'033 | 7'033 | 39'510 CHF | 39'861 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 5.63 CHF | 5.68 CHF | 6'900 | 6'900 | 6'904 | 6'904 | 38'968 CHF | 39'313 CHF | 98.30% | 98.30% |
07.11.2024 | 0.87% | 5.64 CHF | 5.69 CHF | 6'900 | 6'900 | 6'900 | 6'900 | 39'683 CHF | 40'028 CHF | 100.00% | 100.00% |