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 | 0.68% | 6.67 CHF | 6.69 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 24'868 CHF | 25'022 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 6.72 CHF | 6.74 CHF | 5'510 | 5'510 | 3'679 | 3'679 | 24'794 CHF | 24'949 CHF | 99.07% | 99.07% |
18.11.2024 | 0.70% | 6.90 CHF | 6.92 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 24'725 CHF | 24'882 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 6.53 CHF | 6.55 CHF | 5'600 | 5'600 | 3'674 | 3'674 | 24'520 CHF | 24'680 CHF | 72.07% | 72.07% |
14.11.2024 | 0.66% | 6.87 CHF | 6.89 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 25'186 CHF | 25'339 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 7.06 CHF | 7.08 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 25'550 CHF | 25'701 CHF | 99.93% | 99.93% |
12.11.2024 | 0.62% | 7.25 CHF | 7.27 CHF | 5'300 | 5'300 | 3'504 | 3'504 | 25'910 CHF | 26'058 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 7.50 CHF | 7.52 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 26'148 CHF | 26'295 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 7.65 CHF | 7.67 CHF | 5'170 | 5'170 | 3'466 | 3'466 | 26'502 CHF | 26'648 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 7.54 CHF | 7.56 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 26'267 CHF | 26'416 CHF | 100.00% | 100.00% |