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 | 0.64% | 7.02 CHF | 7.04 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 26'171 CHF | 26'325 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 7.07 CHF | 7.09 CHF | 5'510 | 5'510 | 3'679 | 3'679 | 26'107 CHF | 26'262 CHF | 99.08% | 99.08% |
18.11.2024 | 0.66% | 7.26 CHF | 7.28 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 26'050 CHF | 26'206 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 6.89 CHF | 6.91 CHF | 5'600 | 5'600 | 3'674 | 3'674 | 25'838 CHF | 25'998 CHF | 72.05% | 72.05% |
14.11.2024 | 0.63% | 7.23 CHF | 7.25 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 26'483 CHF | 26'635 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 7.42 CHF | 7.44 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 26'824 CHF | 26'975 CHF | 99.92% | 99.92% |
12.11.2024 | 0.60% | 7.61 CHF | 7.63 CHF | 5'290 | 5'290 | 3'504 | 3'504 | 27'159 CHF | 27'307 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 7.85 CHF | 7.87 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 27'384 CHF | 27'531 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 8.01 CHF | 8.03 CHF | 5'170 | 5'170 | 3'466 | 3'466 | 27'721 CHF | 27'868 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 7.89 CHF | 7.91 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 27'513 CHF | 27'663 CHF | 100.00% | 100.00% |