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 | 0.86% | 5.57 CHF | 5.62 CHF | 14'900 | 14'900 | 14'830 | 14'830 | 85'803 CHF | 86'545 CHF | 99.49% | 99.49% |
19.11.2024 | 0.89% | 5.51 CHF | 5.56 CHF | 14'500 | 14'500 | 14'505 | 14'505 | 81'460 CHF | 82'185 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 5.72 CHF | 5.76 CHF | 15'200 | 15'200 | 15'200 | 15'200 | 84'622 CHF | 85'230 CHF | 99.90% | 99.90% |
15.11.2024 | 0.74% | 5.52 CHF | 5.56 CHF | 15'700 | 15'700 | 15'835 | 15'835 | 85'166 CHF | 85'800 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 5.20 CHF | 5.24 CHF | 17'200 | 17'200 | 17'261 | 17'261 | 86'026 CHF | 86'716 CHF | 98.55% | 98.55% |
13.11.2024 | 0.85% | 4.73 CHF | 4.77 CHF | 18'500 | 18'500 | 18'603 | 18'603 | 87'382 CHF | 88'126 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 4.42 CHF | 4.46 CHF | 16'600 | 16'600 | 16'363 | 16'363 | 77'358 CHF | 78'012 CHF | 99.88% | 99.88% |
11.11.2024 | 0.78% | 5.16 CHF | 5.20 CHF | 17'600 | 17'600 | 17'727 | 17'727 | 90'547 CHF | 91'257 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 4.64 CHF | 4.68 CHF | 16'700 | 16'700 | 16'680 | 16'680 | 78'391 CHF | 79'058 CHF | 98.30% | 98.30% |
07.11.2024 | 0.77% | 5.09 CHF | 5.13 CHF | 16'800 | 16'800 | 16'755 | 16'755 | 86'345 CHF | 87'016 CHF | 100.00% | 100.00% |