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 | 0.70% | 5.51 CHF | 5.55 CHF | 9'000 | 9'000 | 8'984 | 8'984 | 51'179 CHF | 51'538 CHF | 99.48% | 99.48% |
19.11.2024 | 0.76% | 5.22 CHF | 5.26 CHF | 8'600 | 8'600 | 8'632 | 8'632 | 45'161 CHF | 45'506 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 5.41 CHF | 5.45 CHF | 9'000 | 9'000 | 9'035 | 9'035 | 48'415 CHF | 48'776 CHF | 99.90% | 99.90% |
15.11.2024 | 0.83% | 5.11 CHF | 5.15 CHF | 8'900 | 8'900 | 8'967 | 8'967 | 42'999 CHF | 43'358 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 5.42 CHF | 5.46 CHF | 8'500 | 8'500 | 8'637 | 8'637 | 41'656 CHF | 42'001 CHF | 98.57% | 98.57% |
13.11.2024 | 0.73% | 5.46 CHF | 5.50 CHF | 9'400 | 9'400 | 9'400 | 9'400 | 51'204 CHF | 51'580 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 4.87 CHF | 4.91 CHF | 8'200 | 8'200 | 8'121 | 8'121 | 42'671 CHF | 42'996 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 5.88 CHF | 5.92 CHF | 8'000 | 8'000 | 8'001 | 8'001 | 47'642 CHF | 47'962 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 5.83 CHF | 5.87 CHF | 7'800 | 7'800 | 7'821 | 7'821 | 45'384 CHF | 45'697 CHF | 98.30% | 98.30% |
07.11.2024 | 0.64% | 6.10 CHF | 6.14 CHF | 7'700 | 7'700 | 7'692 | 7'692 | 48'208 CHF | 48'516 CHF | 100.00% | 100.00% |