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 | 0.87% | 4.63 CHF | 4.67 CHF | 18'000 | 18'000 | 17'976 | 17'976 | 82'053 CHF | 82'772 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 4.44 CHF | 4.48 CHF | 15'200 | 15'200 | 14'873 | 14'873 | 71'229 CHF | 71'931 CHF | 92.70% | 97.63% |
18.11.2024 | 0.92% | 5.46 CHF | 5.51 CHF | 14'600 | 14'600 | 14'692 | 14'692 | 79'103 CHF | 79'838 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 5.41 CHF | 5.46 CHF | 14'200 | 14'200 | 14'210 | 14'210 | 77'513 CHF | 78'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 5.72 CHF | 5.77 CHF | 14'200 | 14'200 | 14'228 | 14'228 | 80'240 CHF | 80'952 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 5.58 CHF | 5.63 CHF | 14'000 | 14'000 | 14'009 | 14'009 | 76'015 CHF | 76'715 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 5.89 CHF | 5.94 CHF | 12'900 | 12'900 | 12'884 | 12'884 | 78'010 CHF | 78'655 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 6.25 CHF | 6.30 CHF | 13'000 | 13'000 | 12'924 | 12'924 | 83'094 CHF | 83'741 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 6.14 CHF | 6.19 CHF | 13'400 | 13'400 | 13'491 | 13'491 | 81'755 CHF | 82'429 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 5.98 CHF | 6.03 CHF | 13'200 | 13'200 | 13'131 | 13'131 | 81'234 CHF | 81'890 CHF | 100.00% | 100.00% |