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% | 6.43 CHF | 6.45 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 23'992 CHF | 24'146 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 6.48 CHF | 6.50 CHF | 5'510 | 5'510 | 3'679 | 3'679 | 23'915 CHF | 24'070 CHF | 99.08% | 99.08% |
18.11.2024 | 0.72% | 6.67 CHF | 6.69 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 23'841 CHF | 23'997 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 6.29 CHF | 6.31 CHF | 5'600 | 5'600 | 3'674 | 3'674 | 23'640 CHF | 23'799 CHF | 72.07% | 72.07% |
14.11.2024 | 0.69% | 6.64 CHF | 6.66 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 24'320 CHF | 24'472 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 6.82 CHF | 6.84 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 24'702 CHF | 24'853 CHF | 99.93% | 99.93% |
12.11.2024 | 0.65% | 7.01 CHF | 7.03 CHF | 5'300 | 5'300 | 3'504 | 3'504 | 25'079 CHF | 25'227 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 7.26 CHF | 7.28 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 25'322 CHF | 25'469 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 7.42 CHF | 7.44 CHF | 5'170 | 5'170 | 3'466 | 3'466 | 25'687 CHF | 25'833 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 7.30 CHF | 7.32 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 25'436 CHF | 25'586 CHF | 100.00% | 100.00% |